Does herding exist in lottery stocks? Evidence from the Indian stock market
In this paper, we investigate the presence of herd behaviour among lottery stocks using Max, skewness and idiosyncratic volatility in the Indian stock market during the period January 2000 to December 2018. We demonstrate that the herd behaviour is non-existent across proxies of lottery-stocks MAX...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Tuwhera Open Access Publisher
2020-02-01
|
| Series: | Applied Finance Letters |
| Online Access: | https://ojs.aut.ac.nz/applied-finance-letters/article/view/157 |