Detecting the Existence of Herding Behavior in Intraday Data: Evidence from the Indonesia Stock Exchange

Detecting the Existence of Herding Behavior in Intraday Data: Evidence from the Indonesia Stock Exchange

This study attempts to investigate the issue of the existence of institutional herding in the stock market. The existence is detected in the intraday trade data from the Indonesia Stock Exchange (IDX) during up, down, and stable market condition over the period 2003-2005. By using the model of Lakon...

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Bibliographic Details
Main Authors: Setiyono Setiyono, Eduardus Tandelilin, Jogiyanto Hartono, Mamduh M. Hanafi
Format: Article
Language:English
Published: Universitas Gadjah Mada 2013-03-01
Series:Gadjah Mada International Journal of Business
Subjects:
destabilize
herd behavior
stock market price
Online Access:https://jurnal.ugm.ac.id/gamaijb/article/view/5399

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