FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2011770669> ?p ?o ?g. }

• W2011770669 abstract "This paper proposes a dynamic herding approach which takes into account herding under different market regimes, with concentration on the Gulf Arab stock markets – Abu Dhabi, Dubai, Kuwait, Qatar and Saudi Arabia. Our results support the presence of three market regimes (low, high and extreme or crash volatility) in those markets with the transition order ‘low, crash and high volatility’, suggesting that these frontier markets have a different structure than developed markets. The results also yield evidence of herding behavior under the crash regime for all of the markets except Qatar which herds under the low and high volatility regimes. The findings of the cross-GCC herding model also demonstrate herding comovements and not spillovers and are also robust to the cross-GCC volatility shocks. The tests that underline the cross volatility shocks generally suggest that the crash regime is a true regime and not a statistical artifact. Policy and portfolio diversification implications are discussed." @default.
• W2011770669 created "2016-06-24" @default.
• W2011770669 creator A5014189498 @default.
• W2011770669 creator A5038883380 @default.
• W2011770669 creator A5049480238 @default.
• W2011770669 date "2012-01-01" @default.
• W2011770669 modified "2023-10-16" @default.
• W2011770669 title "Investor Herds and Regime-Switching: Evidence from Gulf Arab Stock Markets" @default.
• W2011770669 cites W1529202042 @default.
• W2011770669 cites W1866352626 @default.
• W2011770669 cites W1981115019 @default.
• W2011770669 cites W2065443832 @default.
• W2011770669 cites W2081179035 @default.
• W2011770669 cites W2101026703 @default.
• W2011770669 cites W2125828765 @default.
• W2011770669 cites W2147413833 @default.
• W2011770669 cites W2164729897 @default.
• W2011770669 cites W2346956379 @default.
• W2011770669 cites W561387135 @default.
• W2011770669 cites W1520387299 @default.
• W2011770669 cites W3122260635 @default.
• W2011770669 doi "https://doi.org/10.2139/ssrn.2147709" @default.
• W2011770669 hasPublicationYear "2012" @default.
• W2011770669 type Work @default.
• W2011770669 sameAs 2011770669 @default.
• W2011770669 citedByCount "96" @default.
• W2011770669 countsByYear W20117706692013 @default.
• W2011770669 countsByYear W20117706692014 @default.
• W2011770669 countsByYear W20117706692015 @default.
• W2011770669 countsByYear W20117706692016 @default.
• W2011770669 countsByYear W20117706692017 @default.
• W2011770669 countsByYear W20117706692018 @default.
• W2011770669 countsByYear W20117706692019 @default.
• W2011770669 countsByYear W20117706692020 @default.
• W2011770669 countsByYear W20117706692021 @default.
• W2011770669 countsByYear W20117706692022 @default.
• W2011770669 countsByYear W20117706692023 @default.
• W2011770669 crossrefType "journal-article" @default.
• W2011770669 hasAuthorship W2011770669A5014189498 @default.
• W2011770669 hasAuthorship W2011770669A5038883380 @default.
• W2011770669 hasAuthorship W2011770669A5049480238 @default.
• W2011770669 hasConcept C102235558 @default.
• W2011770669 hasConcept C106159729 @default.
• W2011770669 hasConcept C144133560 @default.
• W2011770669 hasConcept C158739034 @default.
• W2011770669 hasConcept C162324750 @default.
• W2011770669 hasConcept C162853370 @default.
• W2011770669 hasConcept C166957645 @default.
• W2011770669 hasConcept C177605951 @default.
• W2011770669 hasConcept C180916674 @default.
• W2011770669 hasConcept C183469790 @default.
• W2011770669 hasConcept C199360897 @default.
• W2011770669 hasConcept C204036174 @default.
• W2011770669 hasConcept C205649164 @default.
• W2011770669 hasConcept C2780821815 @default.
• W2011770669 hasConcept C3020203576 @default.
• W2011770669 hasConcept C41008148 @default.
• W2011770669 hasConcept C556758197 @default.
• W2011770669 hasConcept C91602232 @default.
• W2011770669 hasConcept C97137747 @default.
• W2011770669 hasConceptScore W2011770669C102235558 @default.
• W2011770669 hasConceptScore W2011770669C106159729 @default.
• W2011770669 hasConceptScore W2011770669C144133560 @default.
• W2011770669 hasConceptScore W2011770669C158739034 @default.
• W2011770669 hasConceptScore W2011770669C162324750 @default.
• W2011770669 hasConceptScore W2011770669C162853370 @default.
• W2011770669 hasConceptScore W2011770669C166957645 @default.
• W2011770669 hasConceptScore W2011770669C177605951 @default.
• W2011770669 hasConceptScore W2011770669C180916674 @default.
• W2011770669 hasConceptScore W2011770669C183469790 @default.
• W2011770669 hasConceptScore W2011770669C199360897 @default.
• W2011770669 hasConceptScore W2011770669C204036174 @default.
• W2011770669 hasConceptScore W2011770669C205649164 @default.
• W2011770669 hasConceptScore W2011770669C2780821815 @default.
• W2011770669 hasConceptScore W2011770669C3020203576 @default.
• W2011770669 hasConceptScore W2011770669C41008148 @default.
• W2011770669 hasConceptScore W2011770669C556758197 @default.
• W2011770669 hasConceptScore W2011770669C91602232 @default.
• W2011770669 hasConceptScore W2011770669C97137747 @default.
• W2011770669 hasLocation W20117706691 @default.
• W2011770669 hasOpenAccess W2011770669 @default.
• W2011770669 hasPrimaryLocation W20117706691 @default.
• W2011770669 hasRelatedWork W1997864888 @default.
• W2011770669 hasRelatedWork W2025825123 @default.
• W2011770669 hasRelatedWork W2038285016 @default.
• W2011770669 hasRelatedWork W2084164597 @default.
• W2011770669 hasRelatedWork W2084991931 @default.
• W2011770669 hasRelatedWork W2087160190 @default.
• W2011770669 hasRelatedWork W2133132848 @default.
• W2011770669 hasRelatedWork W2301390547 @default.
• W2011770669 hasRelatedWork W2500548007 @default.
• W2011770669 hasRelatedWork W2599278809 @default.
• W2011770669 hasRelatedWork W2759426192 @default.
• W2011770669 hasRelatedWork W2884448714 @default.
• W2011770669 hasRelatedWork W2896767126 @default.
• W2011770669 hasRelatedWork W3001647514 @default.
• W2011770669 hasRelatedWork W3033901447 @default.
• W2011770669 hasRelatedWork W3121653551 @default.
• W2011770669 hasRelatedWork W3122437723 @default.
• W2011770669 hasRelatedWork W3136202598 @default.

• next