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 inv...
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| Main Authors: | , , |
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| Format: | E-Article |
| Language: | English |
| Published: |
Penerbit Universiti Sains Malaysia
2012
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/29817/1/The%20role%20of%20herd%20behaviour%20in%20determining%20the%20investor%27s%20Monday%20irrationality%20-%20Copy.pdf http://ir.unimas.my/id/eprint/29817/ http://web.usm.my/journal/aamjaf/main.htm |
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