An empirical analysis of herd behavior in the Singapore stock market

Liu, Siting

dc.contributor.advisor	Dodds, J. C. (James Colin)
dc.coverage.spatial	Singapore
dc.creator	Liu, Siting
dc.date.accessioned	2013-09-12T18:09:56Z
dc.date.available	2013-09-12T18:09:56Z
dc.date.issued	2013
dc.identifier.uri	http://library2.smu.ca/xmlui/handle/01/25166
dc.description	1 online resource ( v, 30 p.) : col. ill.
dc.description	Includes abstract.
dc.description	Includes bibliographical references (p. 27-30).
dc.description.abstract	This paper examines herd behavior in the Singapore markets by using daily data from January 2002 to December 2012. Evidence of herd behavior is found in the Singapore market and is present in both the bull and bear markets, but it is more significant in the falling market. During periods of financial crisis, I find particularly strong evidence of herd behavior in the Singapore market. Among 10 industries, the impact of herd behavior on the financial industry is the most significant, and that on the health care and consumer services is relatively significant.	en_CA
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dc.description.provenance	Made available in DSpace on 2013-09-12T18:09:56Z (GMT). No. of bitstreams: 1 liu_siting_mrp_2013.pdf: 597885 bytes, checksum: 235f23f73fa5849748d8e2fdc9f51960 (MD5)	en
dc.language.iso	en	en_CA
dc.publisher	Halifax, N.S. : Saint Mary's University
dc.title	An empirical analysis of herd behavior in the Singapore stock market	en_CA
dc.type	Text	en_CA
thesis.degree.name	Master of Finance
thesis.degree.level	Masters
thesis.degree.discipline	Finance, Information Systems, & Management Science
thesis.degree.grantor	Saint Mary's University (Halifax, N.S.)