Trikonomika: Jurnal Ekonomi
Vol 20 No 1 (2021): June Edition

MONETARY POLICY AND HERDING BEHAVIOR DEVELOPED MARKET AND EMERGING MARKET COMPARISON

Buddi Wibowo (Universitas Indonesia)

Article Info

Publish Date
28 Jun 2021

Abstract

The research examines impact of monetary policy on herding behavior in the stock market. This study used OLS Regression, SUR, and Panel Regression Method. The results show that monetary policy affects herd behavior in stock market, specially in emerging market which have a specific characteristic such as low liquidity and low number of investor. Using SUR, this study show that common factors which affect the global herd behavior are not influential. Domestic stock market has its own variable that may initiate herd behavior.

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Journal Info
Trikonomika: Jurnal Ekonomi
Website

Abbrev

trikonomika

Publisher

Universitas Pasundan

Subject

Economics, Econometrics & Finance

Description

FOCUS AND SCOPE Trikonomika invites academics and researchers who do original research in the fields of economics, management and accounting, including but not limited to: Development Economics Monetary Economics, Finance and Banking International Economics Public Economics Economic development ...