Herding behaviour in Bangladesh stock market : a case of Dhaka stock exchange

Herding behaviour in Bangladesh stock market a case of Dhaka stock exchange

The paper attempts to investigate the presence of herding behaviour in Dhaka stock exchange (DSE), the prime bourse of Bangladesh stock market. In this study, the models proposed by Christie and Huang (1995) and Chang et al. (2000) have been applied to detect market wide herding. Both daily and mont...

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Bibliographic Details
Main Author: Saha, Sangit
Other Authors: Kauppakorkeakoulu, School of Business and Economics, Taloustieteet, Business and Economics, Jyväskylän yliopisto, University of Jyväskylä
Format: Master's thesis
Language:eng
Published: 2019
Subjects:
herding behaviour
CSSD
CSAD
linear
non-linear
DSE
Taloustiede
Economics
2041
pörssit
rahoitusmarkkinat
paimennus
osakkeet
sijoittajat
pääomamarkkinat
stock exchanges
financial markets
herding
stocks
investors
capital market
Online Access: https://jyx.jyu.fi/handle/123456789/65540

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