Herd behavior in Malaysian capital market: An empirical Analysis

• 主要な著者: Duasa, Jarita, Kassim, Salina H.
• フォーマット: 論文
• 言語: English
• 出版事項: Reprograph Craiova Publishers 2009
• 主題: H Social Sciences (General); HB Economic Theory; HC Economic History and Conditions
• オンライン･アクセス: http://irep.iium.edu.my/8015/1/Herd_behavior_in_Malaysian_capital_market_An_empirical_Analysis.pdf; http://irep.iium.edu.my/8015/; http://mpra.ub.uni-muenchen.de/13303/

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 St...