Industry herding and market states: Evidence from Chinese stock markets

Quantitative Finance

Volumn 13, Issue 7, 2013, Pages 1091-1113

  Lee, Chien Chiang ^a   Chen, Mei Ping ^b   Hsieh, Kuan Mien ^a  

^a NATIONAL SUN YAT SEN UNIVERSITY   (Taiwan)

^b NATIONAL TAICHUNG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

Author keywords

Asymmetric behaviour; Bull and bear markets; China; Industry herding; Stock return dispersions

Indexed keywords

EID: 84880044777     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697688.2012.740571     Document Type: Article

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