Investigation of industrial herding in Malaysia
This paper examines herding behavior in Malaysia using their industrial daily price data for the period of 2005-2018. The study report insignificant results when test for the whole period using the Cross Sectional Absolute Deviation (CSAD). However, the study document significant herding activity in...
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| Format: | Conference or Workshop Item |
| Language: | English English |
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2018
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| Online Access: | http://irep.iium.edu.my/70115/ http://irep.iium.edu.my/70115/ http://irep.iium.edu.my/70115/1/New%20Doc%202019-01-24%2013.51.15_1.pdf http://irep.iium.edu.my/70115/7/70115_Investigation%20of%20Industrial%20Herding%20in%20Malaysia.pdf |