COVID-19 effect on herding behaviour in European capital markets
Christian Espinosa-Méndez and
Jose Arias ()
Finance Research Letters, 2021, vol. 38, issue C
Abstract:
This article investigates whether COVID-19 pandemic had an effect on herding behaviour in Europe. Using a sample from the stock exchanges of France (Paris), Germany (Frankfurt), Italy (Milan), United Kingdom (London) and Spain (Madrid), over the period from January 03, 2000 to June 19, 2020, we found robust evidence that COVID-19 pandemic increased herding behaviour in the capital markets of Europe.
Keywords: COVID-19; Herding behaviour; Europe; Pandemic (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (30)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S1544612320316019
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316019
DOI: 10.1016/j.frl.2020.101787
Access Statistics for this article
Finance Research Letters is currently edited by R. Gençay
More articles in Finance Research Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().