16
Assessing the contagion effect on herding behaviour under segmented and integrated stock markets circumstances in the USA, China, and ASEAN-5 by Rina Rachmawati Submission date: 14-Mar-2021 06:43PM (UTC-0700) Submission ID: 1533026834 File name: d_stock_markets_circumstances_in_the_USA,_China,_and_ASEAN-5.pdf (196.18K) Word count: 6625 Character count: 36454

USA, China, and ASEAN-5

  • Upload
    others

  • View
    4

  • Download
    0

Embed Size (px)

Citation preview

Page 1: USA, China, and ASEAN-5

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

Page 2: USA, China, and ASEAN-5
Page 3: USA, China, and ASEAN-5
Page 4: USA, China, and ASEAN-5
Page 5: USA, China, and ASEAN-5
Page 6: USA, China, and ASEAN-5
Page 7: USA, China, and ASEAN-5
Page 8: USA, China, and ASEAN-5

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

Page 9: USA, China, and ASEAN-5

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

Page 10: USA, China, and ASEAN-5

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

Page 11: USA, China, and ASEAN-5

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

Page 12: USA, China, and ASEAN-5

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

Page 13: USA, China, and ASEAN-5

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

Page 14: USA, China, and ASEAN-5

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

Page 15: USA, China, and ASEAN-5

Exclude quotes Off

Exclude bibliography Off

Exclude matches Off

Kong", Journal of Property Research, 2012Publication

Page 16: USA, China, and ASEAN-5

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