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Investor attention to the Eurozone crisis and herding effects in national bank stock indexes
Stockholm University, Faculty of Social Sciences, Stockholm Business School.
2015 (English)In: Finance Research Letters, ISSN 1544-6123, E-ISSN 1544-6131, Vol. 14, 111-116 p.Article in journal (Refereed) Published
Abstract [en]

In this study, we investigate the relation between investor attention to the Eurozone crisis and herding effects in national bank stock indexes across Europe. We especially focus on two different groups of European countries: non-EMU member countries and EMU member countries. Our results suggest that an increased investor attention to the Eurozone crisis decreased herding effects in the EMU region in the following week, but the effect was temporary as the effect became the opposite with a two-week lag. Herding effects in the EMU region affected herding effects in the non-EMU region, but not vice versa.

Place, publisher, year, edition, pages
2015. Vol. 14, 111-116 p.
Keyword [en]
Financial crisis, Herding effects, Bank stocks
National Category
Business Administration
Identifiers
URN: urn:nbn:se:su:diva-118177DOI: 10.1016/j.frl.2015.05.009ISI: 000360322200014OAI: oai:DiVA.org:su-118177DiVA: diva2:821011
Available from: 2015-06-13 Created: 2015-06-13 Last updated: 2017-12-04Bibliographically approved

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Peltomäki, Jarkko
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