Herd Behavior in Japanese Equity Market
碩士 === 元智大學 === 財務金融研究所 === 93 === This study examines the investor herd behavior in Japanese stock market. The measures of cross-sectional standard deviation (CSSD) and cross-sectional absolute deviation relative to average market price return (CSAD) indicate evidence of herd behavior when the mar...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2005
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Online Access: | http://ndltd.ncl.edu.tw/handle/09717486882809608569 |