Herd behaviour and market efficiency: evidence from the portuguese stock exchange
This study examines herd behaviour in the Portuguese stock market by analyzing daily data from 2000 to 2016. To test for the existence of herding we use the cross sectional standard deviation and the cross sectional absolute deviation of returns as a measure of dispersion. According to rational asse...
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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2017
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10071/13598 |
| País: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/13598 |