An empirical analysis of herd behavior in the Singapore stock market

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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.)
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