Lin Tan

California State Polytechnic University, Pomona

Assistant Professor of Finance

3801 W. Temple Avenue

Pomona, CA 91768

United States

SCHOLARLY PAPERS

1

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18

Scholarly Papers (1)

Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications

Multinational Finance Journal, Vol. 17, No. 3/4, p. 165-200, 2013
Number of pages: 36 Posted: 18 Jun 2015
Drexel University - Department of Finance, Central University of Finance and Economics, California State Polytechnic University, Pomona and Drexel University - Department of Finance
Downloads 306 (141,077)
Citation 1

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herding behavior, stock return dispersion, kalman filter, nonlinearity, pacific-basin markets

Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications

Multinational Finance Journal, 2013, vol. 17, no. 3/4, pp. 165-200
Number of pages: 38 Posted: 14 Jun 2013 Last Revised: 27 Nov 2014
Drexel University - Department of Finance, Central University of Finance and Economics, California State Polytechnic University, Pomona and Drexel University - Department of Finance
Downloads 162 (257,890)

Abstract:

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Herding behavior, Stock return dispersion, Kalman filter, Nonlinearity, Pacific-Basin markets