Investors' Fear and Herding in the Johannesburg Stock Exchange (JSE)

Investors' Fear and Herding in the Johannesburg Stock Exchange (JSE)

Investors herd when they follow the investment decisions of other market participants and ignore their own private information, causing asset valuations to deviate from their fundamentals. This paper examines herding in the South African equity market by examining the impact of investor fear on herd...

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Bibliographic Details
Main Author: Patel, Zubair
Other Authors: Ndlovu, Godfrey
Format: Dissertation
Language:English
Published: Faculty of Commerce 2021
Subjects:
Herd behaviour
return dispersion
JSE
financial crisis
investor fear
SAVI and VIX
Online Access:http://hdl.handle.net/11427/33929

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