| Title |
Investuotojų minios elgsenos Šiaurės Europos akcijų rinkose tyrimas / |
| Translation of Title |
Investigation of investors‘ herding behaviour in Northern European stock markets. |
| Authors |
Šabonaitė, Dovilė |
| Full Text |
|
| Pages |
108 |
| Keywords [eng] |
herding behaviour ; cross sectional absolute deviation ; volatility |
| Abstract [eng] |
The aim is to analyse stock markets in Northern Europe (Lithuania, Latvia, Estonia, Norway, Finland and Sweden) in terms of herding behaviour. Objective of the research is to analyze the issues of herding behaviour empirical studies on global scale; analyze the theoretical aspects of herding behavior and its‘ research possibilities; develop a methodology for identifying herding behaviour in Northern European stock markets; identify possible existence of herding behaviour and its‘ assymmetry, and analyze the impact of herding behaviour and trading volume on market volatility. |
| Dissertation Institution |
Kauno technologijos universitetas. |
| Type |
Master thesis |
| Language |
Lithuanian |
| Publication date |
2018 |
