Testing for Herd Behavior in the Swiss Stock Market

This case task is constructed for Bachelor students in Business Administration/International Management with advanced finance and econometrics knowledge to practice the application of a regression analysis in testing behavioral finance concepts. In particular, the case task tests for the existence of herd behavior by applying the regression model of Chang et al. (2000) in the case of the Swiss stock market in the period March 2016 – April 2019 by using publicly available daily stock price data and the Stata software.


Keywords:
Publication date:
Dec 04 2019
Publication type:
Teaching resource
Publication form:
Other type of teaching resources
Topics:
Business administration
Economics
Research methods
Other topics:
Corporate Finance
Pagination:
61
Language:
English
License Information:
CC BY
Resources:
External resource: PDF




 Record created 2019-04-09, last modified 2020-10-25

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