Islamic Finance and Herding Behavior Theory: A Sectoral Analysis for Gulf Islamic Stock Market

Islamic Finance and Herding Behavior Theory: A Sectoral Analysis for Gulf Islamic Stock Market

This study examines herding behavior in four sectors of the Gulf Islamic stock markets. Based on the methodology of Chiang and Zheng (2010), results showed evidence of herding among investors in major sectors for the Gulf Cooperation Council (hereinafter GCC) Islamic stock market during falling peri...

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Bibliographic Details
Main Authors: Imed Medhioub, Mustapha Chaffai
Format: Article
Language:English
Published: MDPI AG 2019-11-01
Series:International Journal of Financial Studies
Subjects:
islamic stock market
garch model
quantile regression
herding behavior
gcc countries
sectoral analysis
<title>jel classification</title>
g11
g12
g15
Online Access:https://www.mdpi.com/2227-7072/7/4/65

Internet

https://www.mdpi.com/2227-7072/7/4/65

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