Momentum Profits and Herding Behaviour in Emerging Asian Equity Markets and Real Estate Investment Trusts

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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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Bibliographic Details
Main Author:	Ngadan, Alpha Anak
Format:	Thesis
Published:	Curtin University 2024
Online Access:	http://hdl.handle.net/20.500.11937/97130

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