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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Bibliographic Details
Main Author: Braga, André Barreto das Neves de Almeida (author)
Format: masterThesis
Language:eng
Published: 2017
Subjects:
Herding behaviour
Volatility
Risk diversification
Stock market efficiency
Gestão financeira
Mercado de ações
Tomada de decisão
Diversificação
Risco
Volatilidade
Eficiência de mercado
Online Access:http://hdl.handle.net/10071/13598
Country:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/13598

Internet

http://hdl.handle.net/10071/13598

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