Work

Herding towards higher moment CAPM, contagion of herding and macroeconomic shocks: Evidence from five major developed markets

Year: 2014

Type: article

Source: Journal of Behavioral and Experimental Finance

DOI: 10.1016/j.jbef.2014.09.002

Authors: Petros Messis, Achilleas Zapranis

Institution: University of Macedonia

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2036432645

FWCI: 3.661

Cites: 84

Cited by: 29

Related to: 10