Does speculation in the oil market drive investor herding in net exporting nations?
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Esin Cakan & Rıza Demirer & Rangan Gupta & Hardik A. Marfatia, 2019.
"Oil speculation and herding behavior in emerging stock markets,"
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- Muhammad Yasir & Sitara Afzal & Khalid Latif & Ghulam Mujtaba Chaudhary & Nazish Yameen Malik & Farhan Shahzad & Oh-young Song, 2020. "An Efficient Deep Learning Based Model to Predict Interest Rate Using Twitter Sentiment," Sustainability, MDPI, Open Access Journal, vol. 12(4), pages 1-16, February.
More about this item
KeywordsHerd behavior; Equity return dispersion; Crude Oil; Speculative ratio; Markov switching.;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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