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Investor herds and regime-switching: Evidence from Gulf Arab stock markets
Journal article   Peer reviewed

Investor herds and regime-switching: Evidence from Gulf Arab stock markets

Mehmet Balcilar, Riza Demirer and Shawkat Hammoudeh
Journal of international financial markets, institutions & money, v 23(1), pp 295-321
01 Feb 2013

Abstract

Business & Economics Business, Finance Economics Social Sciences
This paper proposes a dynamic herding approach which takes into account herding under different market regimes, with concentration on the Gulf Arab stock markets - Abu Dhabi, Dubai, Kuwait, Qatar and Saudi Arabia. Our results support the presence of three market regimes (low, high and extreme or crash volatility) in those markets with the transition order low, crash and high volatility', suggesting that these frontier markets have a different structure than developed markets. The results also yield evidence of herding behavior under the crash regime for all of the markets except Qatar which herds under the high volatility regime. The findings of the cross-GCC herding model also demonstrate herding comovements and not spillovers and are also robust to the cross-GCC volatility shocks. The tests that underline the cross-volatility shocks suggest that the crash regime is a true regime and not a statistical artifact. Policy and portfolio diversification implications are discussed. (C) 2012 Elsevier B.V. All rights reserved.

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Collaboration types
Domestic collaboration
International collaboration
Web of Science research areas
Business, Finance
Economics
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