Can China’s cross-sectional dispersion of stock returns Cause or influence the herding behaviour of traders in other local markets and China’s trading partners?

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Can China’s cross-sectional dispersion of stock returns Cause or influence the herding behaviour of traders in other local markets and China’s trading partners?

This paper examines the influence of China’s cross-sectional dispersion of returns on local markets, as well as its major trading partners. With the cross-sectional average deviation method, we have reported some significant and insignificant results, as well as for tranquil and turbulent phases of...

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Bibliographic Details
Main Authors:	Chong, Oiping, Amin Noordin, Bany Ariffin, Matemilola, Bolaji Tunde, McGowan, Carl B.
Format:	Article
Language:	English
Published:	Elsevier 2020
Online Access:	http://psasir.upm.edu.my/id/eprint/88073/ http://psasir.upm.edu.my/id/eprint/88073/1/ABSTRACT.pdf

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