Seyyed Soroosh Firoozabadi
Financial Engineering Group, Industrial and Systems Engineering Faculty, Tarbiat Modares University, Tehran, Iran
[ 1 ] - Impact of Herding on Buy & Hold, Momentum & Contrarian Strategy in Tehran Stock Exchange
This paper aims to study the effect of herding on buy and hold, momentum and contrarian strategy. In this research, the cross-sectional absolute deviation is used to identify herding behavior in twenty industries in Tehran stock market. It is observed that the down and boom periods had more industries with herding. Moreover, the weak herding is more common than the strong herding in this market...
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