Herding detection results for each type of investment vehicle when considering <i>up</i> and <i>down</i> market conditions separately.
收藏NIAID Data Ecosystem2026-05-02 收录
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Herding is pronounced during the positive (negative) market returns if the corresponding coefficient γ2 (γ4) is significantly negative. We consider three levels of confidence 1% (*), 5% (**) and 10% (***) to be significant.
创建时间:
2025-02-03



