Herd behavior in Malaysian capital market

• المؤلفون الرئيسيون: Kassim, Salina, Duasa, Jarita
• التنسيق: Conference or Workshop Item
• اللغة: English
• منشور في: 2009
• الوصول للمادة أونلاين: http://irep.iium.edu.my/11975/1/salina_Kassim_5.pdf; http://irep.iium.edu.my/11975/; http://www.jaes.reprograph.ro/articles/spring2009/DuasaJ_KassimS.pdf

This study examines the existence of herd behavior among foreign investors in the Malaysian capital market. In methodology, the study analyzes the herd behavior by estimating vector error correction (VECM) model of FPI inflows as well as FPI outflows from/to major investors such as the United States...