Herding detection results for each type of investment vehicle when considering up and down market conditions separately.
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_when_considering_i_up_i_and_i_down_i_market_conditions_separately_/28336290
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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
