Momentum Profits and Herding Behaviour in Emerging Asian Equity Markets and Real Estate Investment Trusts
This study examines momentum profits and herding behaviour in emerging Asian markets for equities and real estate investment trusts (REITs) from 1990 to 2020. Herding behaviour was measured and examined via cross-sectional absolute deviation (CSAD) and quantile regression (QR). Market states were fo...
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| Format: | Thesis |
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Curtin University
2024
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| Online Access: | http://hdl.handle.net/20.500.11937/97130 |