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pro vyhledávání: '"Mostafa Hussein Abd-Alla"'
Autor:
Mostafa Hussein Abd-Alla
Publikováno v:
Copernican Journal of Finance & Accounting, Vol 9, Iss 3, Pp 9-23 (2021)
This study aims to investigate the existence of herding behaviour during COVID-19 crisis in the Egyptian stock market by using firm-level data and employing different testing methodologies. The study also investigates the existence of herding behavio
Externí odkaz:
https://doaj.org/article/4b5eb95ad2f04041bd71c970b62fc017
Autor:
Mostafa Hussein Abd Alla, Mahmoud Sobh
Publikováno v:
Financial Assets and Investing. 10:5-20
This paper examines the impact of herding behaviour on the expected return in the Egyptian Stock Exchange by adding an additional risk factor reflecting herding behaviour to the capital asset pricing model. The study used monthly excess stock returns
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a6122e06c6516f4303afc17d21177118
https://doi.org/10.5817/fai2019-2-1
https://doi.org/10.5817/fai2019-2-1