Can China’s cross-sectional dispersion of stock returns Cause or influence the herding behaviour of traders in other local markets and China’s trading partners?
This paper examines the influence of China’s cross-sectional dispersion of returns on local markets, as well as its major trading partners. With the cross-sectional average deviation method, we have reported some significant and insignificant results, as well as for tranquil and turbulent phases of...
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Main Authors: | Chong, Oiping, Amin Noordin, Bany Ariffin, Matemilola, Bolaji Tunde, McGowan, Carl B. |
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Format: | Article |
Language: | English |
Published: |
Elsevier
2020
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Online Access: | http://psasir.upm.edu.my/id/eprint/88073/1/ABSTRACT.pdf http://psasir.upm.edu.my/id/eprint/88073/ https://www.sciencedirect.com/science/article/pii/S1042443119302495#:~:text=Although%20China's%20cross%2Dsectional%20dispersion,to%20herd%20around%20its%20market. |
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