Does speculation in the oil market drive investor herding in net exporting nations?
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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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-04-09 (All new papers)
- NEP-ALL-2016-04-16 (All new papers)
- NEP-ARA-2016-04-09 (MENA - Middle East & North Africa)
- NEP-ENE-2016-04-09 (Energy Economics)
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