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Boom-bust cycles and herding behaviour in the Tunisian stock market

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  • Haifa Hammami
  • Younes Boujelbene

Abstract

In this paper, we investigate herding behaviour in the Tunisian stock market. Moreover, we intend to analyse whether the herding behaviour and the economic and financial fundamentals increase the occurrence probability of stock market booms and busts. On the one hand, our results indicate that herding behaviour is more pronounced during periods of stock market boom and bust. On the other hand, our findings suggest that herding behaviour contributes to an increase in the occurrence probability of stock market booms. Furthermore, the economic and financial fundamentals play a key role in the emergence of Tunisian stock market boom-bust cycles.

Suggested Citation

  • Haifa Hammami & Younes Boujelbene, 2016. "Boom-bust cycles and herding behaviour in the Tunisian stock market," International Journal of Data Science, Inderscience Enterprises Ltd, vol. 1(3), pages 259-275.
    • Handle: RePEc:ids:ijdsci:v:1:y:2016:i:3:p:259-275
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