Oil speculation and herding behavior in emerging stock markets
18 Aug 2009 determine which sectors herd in the Islamic GCC stock market. for major developed and emerging markets for conventional stocks has been proven compliant with Shariah and prohibition of speculative activities) and stable (less risky Health Care, Utilities and Oil and Gas represent the weakest. 28 Oct 2016 other very rarely, thus demonstrating that investors' behaviour in markets with low integration in the What drives herding in oil-rich, developing stock markets? short-term speculation, Journal of Finance 47, 1461-1484. This paper explores the relationship between stock and commodity markets from a novel perspective by examining the relationship between speculation in the oil market and investor herding in stock markets. Using firm level data from three energy importing and exporting nations, namely Russia, Brazil, and Turkey, we show that these markets often switch between herding and anti-herding states This paper explores the relationship between stock and commodity markets from a novel perspective by examining the relationship between speculation in the oil market and investor herding in stock Downloadable (with restrictions)! Abstract This paper explores the relationship between stock and commodity markets from a novel perspective by examining the relationship between speculation in the oil market and investor herding in stock markets. Using firm level data from three energy importing and exporting nations, namely Russia, Brazil, and Turkey, we show that these markets often switch The finding of a significant relationship between the level of speculation in the global oil market and investor behavior in stock markets suggests that measures of speculation can in fact be utilized by policy makers in order to model and monitor volatility shocks in their markets.
Does speculation in the oil market drive investor herding in net exporting nations? Abstract This paper examines whether speculation in the global oil market contributes to herd behavior in the stock markets of net exporting nations. Using firm level data from the Gulf Arab stock
6 Apr 2016 This paper examines whether speculation in the global oil market contributes to herd behavior in the stock markets of net exporting nations. Key Words: Renewable Energy, Investor Herding, Return Dispersion, Oil in emerging, but not advanced financial markets: Herding behaviour in equity markets exists reversal and speculative bubbles in German renewable energy stocks. 10 May 2015 Apart from testing herd behavior in the Baltic markets may be misleading since speculators create impulses in the market (Froot et al., financial markets are emerging, firm based information is not available. Online: http://www. bloomberg.com/news/articles/2015-02-11/gulf-nations-defy-oil-rout-to-top-. 18 Aug 2009 determine which sectors herd in the Islamic GCC stock market. for major developed and emerging markets for conventional stocks has been proven compliant with Shariah and prohibition of speculative activities) and stable (less risky Health Care, Utilities and Oil and Gas represent the weakest.
This paper scrutinizes the effect of crude oil prices on herd behavior among investors for the front-month futures contract traded at the New York Mercantile Exchange. Fourth, like any other emerging stock market, the stock markets in GCC
Oil Price Risk and Emerging Stock Markets. Global Finance. Journal, 17, 224-251 . Bikhchandani, S., Sharma, S. 2001. Herd behavior in financial markets Does speculation in the oil market drive investor herding in emerging stock calm (low volatility) market periods, we also find that significant herd behavior interplay of herding behavior among various groups of traders with price volatility suggest that speculative herding in the oil markets is not destabilizing, financial traders has helped link crude oil futures prices at different maturiti often point to the fact that the increased demand in the developing world has bee.
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A financial crisis is any of a broad variety of situations in which some financial assets suddenly Other situations that are often called financial crises include stock market If such "herd behaviour" causes prices to spiral up far above the true value of the They are hedge finance, speculative finance, and Ponzi finance.
This paper scrutinizes the effect of crude oil prices on herd behavior among investors for the front-month futures contract traded at the New York Mercantile Exchange. Fourth, like any other emerging stock market, the stock markets in GCC
Downloadable (with restrictions)! This paper examines whether the time variation in the level of investor herding in the stock markets of major oil exporting nations relates to speculation and volatility in the global oil market. We find that speculative activities in the oil market, rather than oil price movements, are positively correlated with anti-herding in the stock markets of major 2 Does speculation in the oil market drive investor herding in emerging stock markets? Abstract This paper examines whether the time variation in the level of investor herding in the stock
18 Aug 2009 determine which sectors herd in the Islamic GCC stock market. for major developed and emerging markets for conventional stocks has been proven compliant with Shariah and prohibition of speculative activities) and stable (less risky Health Care, Utilities and Oil and Gas represent the weakest. 28 Oct 2016 other very rarely, thus demonstrating that investors' behaviour in markets with low integration in the What drives herding in oil-rich, developing stock markets? short-term speculation, Journal of Finance 47, 1461-1484. This paper explores the relationship between stock and commodity markets from a novel perspective by examining the relationship between speculation in the oil market and investor herding in stock markets. Using firm level data from three energy importing and exporting nations, namely Russia, Brazil, and Turkey, we show that these markets often switch between herding and anti-herding states