Herd behavior in Malaysian capital market: An empirical Analysis

• المؤلفون الرئيسيون: Duasa, Jarita, Kassim, Salina H.
• التنسيق: مقال
• اللغة: English
• منشور في: Reprograph Craiova Publishers 2009
• الموضوعات: H Social Sciences (General); HB Economic Theory; HC Economic History and Conditions
• الوصول للمادة أونلاين: 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...