Myung Joong Kim

Occupational Safety and Health Research Institute

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Scholarly Papers (1)

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A Dynamic Measure of Intentional Herd Behavior Causing Excess Volatility in U.S. Stock Markets (미국 주식시장의 초과변동성과 의도적 무리행동의 동태적 측정)

Korea Deposit Insurance Corporation, No. Vol. 22, No. 1-5
Number of pages: 52 Posted: 02 Jul 2021
Myung Joong Kim and Beum-Jo Park
Occupational Safety and Health Research Institute and Dankook University - Faculty of Business and Economics
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Abstract:

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Intentional herd behavior, Dynamic conditional correlation, Public news announcements, Dynamic measure, Herding tests, Systemic risk, Excess volatility, 의도적 무리행동, 동태적 조건부 상관관계(DCC), 공적 뉴스, 동태적 측정방법, 무리행동 검정, 구조적 위험, 초과변동성