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- W62004993 abstract "With regards to determining whether herding is spontaneous and irrational behaviour causing the Day-of-the-week anomaly, this paper intersects the Christie and Huang (1995) herd behaviour model with French's (1980) Day-of-the-week model in several layers of tests. We use firm-level data and investigate the return dispersion of 846 Bursa Malaysia stocks during 1990-2010. This paper found the herd behaviour is the determinant for investor's Monday irrationality, especially in small caps industry." @default.
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- W62004993 date "2012-01-01" @default.
- W62004993 modified "2023-09-22" @default.
- W62004993 title "THE ROLE OF HERD BEHAVIOUR IN DETERMINING THE INVESTOR'S MONDAY IRRATIONALITY" @default.
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