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Herd Behavior and Rational Expectations: A Test of China’s Market Using Quantile Regression. (2017). Chen, Yi-Chang ; Huang, Jen-Jsung ; Wu, Hung-Che .
In: International Journal of Economics and Financial Issues.
RePEc:eco:journ1:2017-02-85.

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Cited: 5

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Cites: 55

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  1. Do conventional and new energy stock markets herd differently? Evidence from China. (2024). Zhang, Cheng ; Jiang, Lijun ; Hong, Hui ; Yue, Zhonggang.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002465.

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  2. Analysis of Sectoral Herding through Quantile Regression: A Study of S&P BSE 500 Stocks. (2021). Kalra, Himanshi ; Shrotryia, Vijay Kumar.
    In: International Journal of Business and Economics.
    RePEc:ijb:journl:v:20:y:2021:i:1:p:1-16.

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  3. Uncertainty and herding behavior: evidence from cryptocurrencies. (2020). Marco, Chi Keung ; Coskun, Esra Alp ; KAHYAOGLU, Hakan.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300957.

    Full description at Econpapers || Download paper

  4. Determinants of Speculative Demand of Wheat and Its Impact on Consumer Welfare Loss. (2019). Yasin, Mudassar ; Haral, Muhammad Arshad.
    In: Journal of Economic Impact.
    RePEc:adx:journl:v:1:y:2019:i:3:p:87-91.

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References

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