usa, china, and asean-5
TRANSCRIPT
Assessing the contagion effecton herding behaviour under
segmented and integrated stockmarkets circumstances in theUSA, China, and ASEAN-5
by Rina Rachmawati
Submission date: 14-Mar-2021 06:43PM (UTC-0700)Submission ID: 1533026834File name: d_stock_markets_circumstances_in_the_USA,_China,_and_ASEAN-5.pdf (196.18K)Word count: 6625Character count: 36454
23%SIMILARITY INDEX
17%INTERNET SOURCES
15%PUBLICATIONS
2%STUDENT PAPERS
1 8%
2 2%
3 1%
4 1%
5 1%
6 1%
Assessing the contagion effect on herding behaviour undersegmented and integrated stock markets circumstances in theUSA, China, and ASEAN-5ORIGINALITY REPORT
PRIMARY SOURCES
soskin.infoInternet Source
www.assumptionjournal.au.eduInternet Source
pure.royalholloway.ac.ukInternet Source
cesmaa.orgInternet Source
arro.anglia.ac.ukInternet Source
Harjum Muharam, Wisnu Mawardi, ErmanDenny Arfinto, Najmudin Najmudin. "Volatilityspillovers under difference in the degree ofmarket integration: Evidence from the selectedAsian and Eastern European stock markets",Journal of International Studies, 2019Publication
7 <1%
8 <1%
9 <1%
10 <1%
11 <1%
12 <1%
13 <1%
14 <1%
15 <1%
ukbriefingpapers.co.ukInternet Source
www.tandfonline.comInternet Source
Najmudin Najmudin, Diana Hashim Syarif,Sugeng Wahyudi, Harjum Muharam. "Applyingan international CAPM to herding behaviourmodel for integrated stock markets", Journal ofInternational Studies, 2017Publication
kar.kent.ac.ukInternet Source
"Handbook of Financial Econometrics andStatistics", Springer Science and BusinessMedia LLC, 2015Publication
services.bepress.comInternet Source
ideas.repec.orgInternet Source
Submitted to University of GlasgowStudent Paper
Yilmaz Guney, Vasileios Kallinterakis, GabrielKomba. "Herding in frontier markets: Evidencefrom African stock exchanges", Journal of
16 <1%
17 <1%
18 <1%
19 <1%
20 <1%
21 <1%
22 <1%
23 <1%
International Financial Markets, Institutions andMoney, 2017Publication
Economou, F.. "Cross-country effects in herdingbehaviour: Evidence from four south Europeanmarkets", Journal of International FinancialMarkets, Institutions & Money, 201107Publication
www.mfsociety.orgInternet Source
"Financial Contagion", Wiley, 2011Publication
Jonathan A. Batten, Peter G. Szilagyi, Niklas F.Wagner. "Should emerging market investors buycommodities?", Applied Economics, 2015Publication
etheses.bham.ac.ukInternet Source
onlinelibrary.wiley.comInternet Source
papers.econ.ucy.ac.cyInternet Source
Kuo-Jung Lee, Su-Lien Lu, You Shih."Contagion Effect of Natural Disaster andFinancial Crisis Events on International Stock
24 <1%
25 <1%
26 <1%
27 <1%
28 <1%
29 <1%
30 <1%
Markets", Journal of Risk and FinancialManagement, 2018Publication
Petros Messis, Achilleas Zapranis. "Herdingbehaviour and volatility in the Athens StockExchange", The Journal of Risk Finance, 2014Publication
Submitted to University of EssexStudent Paper
Mohammad Q Al-Shboul. "Asymmetric Effectsand the Herd Behavior in the Australian EquityMarket", International Journal of Business andManagement, 03/28/2012Publication
Submitted to University of StirlingStudent Paper
Vijay Kumar Shrotryia, Himanshi Kalra. "Herdingand BRICS markets: a study of distributiontails", Review of Behavioral Finance, 2020Publication
repec.economics.emu.edu.trInternet Source
Ahmed BenSaïda. "Herding effect onidiosyncratic volatility in U.S. industries",Finance Research Letters, 2017Publication
31 <1%
32 <1%
33 <1%
34 <1%
35 <1%
Milda Maria Burzala. "Contagion effects inselected European capital markets during thefinancial crisis of 2007–2009", Research inInternational Business and Finance, 2016Publication
Rose Neng Lai, Yang Zhang. "Spillover andProfitability of Intraday Herding on Cross-ListedStocks", The Chinese Economy, 2019Publication
Najmudin, R Kurniasih, Sulistyandari, D P Jati."The effect of dynamic relationship betweendomestic market and world market on stockreturns volatility", IOP Conference Series: Earthand Environmental Science, 2019Publication
Neeraj Sehrawat, Amit Kumar, Narander KumarNigam, Kirtivardhan Singh, Khushi Goyal. "Testof capital market integration using Fama-Frenchthree-factor model: empirical evidence fromIndia", Investment Management and FinancialInnovations, 2020Publication
Tai, C.S.. "Market integration and contagion:Evidence from Asian emerging stock and foreignexchange markets", Emerging Markets Review,200712Publication
36 <1%
37 <1%
38 <1%
39 <1%
40 <1%
41 <1%
42 <1%
bankrespublika.azInternet Source
International Journal of Energy SectorManagement, Volume 8, Issue 1 (2014-03-28)Publication
Jan J. Szczygielski, Zack Enslin, Elda du Toit."An investigation into the changing relationshipbetween the gold price and South African goldmining industry returns", South African Journalof Business Management, 2018Publication
Journal of Economic Studies, Volume 41, Issue2 (2014-03-28)Publication
Leonardo F Hernández, Rodrigo O Valdés."What drives contagion", International Review ofFinancial Analysis, 2001Publication
Mohammad K. Elshqirat. "Remeasuring SectoralHerding in the Financial Markets", InternationalBusiness Research, 2020Publication
Thomas C. Chiang, Xiaoyu Chen. "EmpiricalAnalysis of Dynamic Linkages between Chinaand International Stock Markets", Journal ofMathematical Finance, 2016Publication
43 <1%
44 <1%
45 <1%
46 <1%
47 <1%
48 <1%
49 <1%
50 <1%
Abbes, Mouna Boujelbène. "Volatilitytransmission and herding contagion during theglobal financial crisis", International Journal ofManagerial and Financial Accounting, 2013.Publication
Wanida Jarungkitkul, Sorasart Sukcharoensin."Benchmarking the competitiveness of theASEAN 5 equity markets", Benchmarking: AnInternational Journal, 2016Publication
dergipark.gov.trInternet Source
eprints.port.ac.ukInternet Source
ifrnd.orgInternet Source
research-repository.st-andrews.ac.ukInternet Source
Ø. Gjerde, F. Sættem. "Linkages amongEuropean and world stock markets", TheEuropean Journal of Finance, 1995Publication
Eddie C.M. Hui, Xian Zheng. "Exploring thedynamic relationship between housing and retailproperty markets: an empirical study of Hong
Exclude quotes Off
Exclude bibliography Off
Exclude matches Off
Kong", Journal of Property Research, 2012Publication
FINAL GRADE
/0
Assessing the contagion effect on herding behaviour undersegmented and integrated stock markets circumstances in theUSA, China, and ASEAN-5GRADEMARK REPORT
GENERAL COMMENTS
Instructor
PAGE 1
PAGE 2
PAGE 3
PAGE 4
PAGE 5
PAGE 6