Investor Sentiment and Herding Behavior in the Korean Stock Market

Investor Sentiment and Herding Behavior in the Korean Stock Market

This paper investigates herding behavior and the connection between herding behavior and investor sentiment. We apply a Cross-Sectional Absolute Deviation (CSAD) approach and the quantile regression method to capture herding behavior in the KOSPI and KOSDAQ stock markets. The analysis results are ou...

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Bibliographic Details
Main Authors: Ki-Hong Choi, Seong-Min Yoon
Format: Article
Language:English
Published: MDPI AG 2020-06-01
Series:International Journal of Financial Studies
Subjects:
herding behavior
investor sentiment
CSAD
quantile regression
Korean stock market
Online Access:https://www.mdpi.com/2227-7072/8/2/34

Internet

https://www.mdpi.com/2227-7072/8/2/34

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