Do commodity investors herd? Evidence from a time-varying stochastic volatility model

Author:

Babalos Vassilios,Stavroyiannis Stavros,Gupta Rangan

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference52 articles.

1. Do commodity traders herd?;Adrangi;Financ. Rev.,2008

2. Herding, anti-herding behaviour in metal commodities futures: a novel portfolio-based approach;Babalos;Appl. Econ.,2015

3. Investor herds and regime-switching: Evidence from Gulf Arab stock markets;Balcilar;J. Int. Financ. Mark., Institutions Money,2013

4. What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors;Balcilar;North Am. J. Econ. Financ.,2014

5. The Prevalence, Sources and Effects of Herding;Boyd,2009

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