Uncertainty, Fear and Herding Behavior: Evidence from Size-Ranked Portfolios
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DOI: 10.1080/15427560.2020.1774887
Abstract: Abstract This study is aimed at testing the relationship between investors’ uncertainty reflected by market sentiment and herding behavior phenomenon. Using data for 1990–2019 for size-ranked portfolios, the evidence documented here indicates that herding is… read more here.
Keywords: uncertainty; size ranked; market; herding behavior ... See more keywords