The Role Of Herd Behaviour In Determining The Investor’s Monday Irrationality
With regards to determining whether herding is spontaneous and irrational behaviour causing the Day-of-the-week anomaly, this paper intersects the Christie and Huang (1995) herd behaviour model with French's (1980) Day-of-the-week model in several layers of tests. We use firm-level data and...
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| Main Authors: | , , |
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| Format: | E-Article |
| Language: | English |
| Published: |
USM
2012
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/16948/1/The%20role%20of%20herd%20behaviour%20in%20determining%20the%20investor%27s%20%28abstract%29.pdf http://ir.unimas.my/id/eprint/16948/ https://www.researchgate.net/publication/286807057 |
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