An update about herding behavior during the 2008 and Covid-19 crises

The purpose of this article is to analyze the effect of the Covid-19 crisis on herding behaviour after it ended, comparing it to the 2008 crisis across a large number of countries. Although the existence of herding behavior in financial markets over crisis periods has already been evaluated by some...

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Detalles Bibliográficos
Autores: Claramunt Bielsa, M. Mercè, González-Vila Puchades, Laura, Hijazi, Mohamed Mehdi
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2024
País:España
Institución:Varias* (Consorci de Biblioteques Universitáries de Catalunya, Centre de Serveis Científics i Acadèmics de Catalunya)
Repositorio:Recercat. Dipósit de la Recerca de Catalunya
OAI Identifier:oai:dnet:recercat____::9607fc766dd590ad50c983d7175f5a8d
Acceso en línea:https://hdl.handle.net/2445/229164
Access Level:acceso abierto
Palabra clave:COVID-19
Crisis financeres
Financial crises
Descripción
Sumario:The purpose of this article is to analyze the effect of the Covid-19 crisis on herding behaviour after it ended, comparing it to the 2008 crisis across a large number of countries. Although the existence of herding behavior in financial markets over crisis periods has already been evaluated by some authors, this evaluation has been limited to only a few markets, and many others remain unevaluated. However, this article explores herding behaviour during financial crises, focusing on the 2008 global financial crisis and the Covid-19 pandemic, offering a comparative analysis of both events. Using the CSAD of returns method, a sample composed of 31 stock markets and 195.174 observation days (from 02 January 2000 till 05 May 2023) is analyzed. Herding behaviour is found during the entire period, during the different periods of crises, during both high and low volatility periods, and during both high and low trading volume periods.