Herding detection results for each type of investment vehicle, without distinguishing up and down market conditions.
收藏Figshare2025-02-03 更新2026-04-28 收录
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https://figshare.com/articles/dataset/Herding_detection_results_for_each_type_of_investment_vehicle_without_distinguishing_i_up_i_and_i_down_i_market_conditions_/28336287
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Herding exists in a period if the corresponding coefficient β2 is significantly negative. We consider three levels of confidence (1% (*), 5% (**)) and 10% (***) to be significant.
创建时间：
2025-02-03
