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Oil speculation and herding behavior in emerging stock markets

Oil speculation and herding behavior in emerging stock markets

CL.1 | A complete Crude Oil WTI (NYM $/bbl) Front Month futures overview by MarketWatch. View the futures and commodity market news, futures pricing and futures trading. Oil speculation and herding behavior in emerging stock markets. Gold and oil prices: stable or unstable long-run relationship. Charbel Bassil, Hassan Hamadi, Patrick Mardini Pages 57-72. OriginalPaper. The impact of inflation rate on stock market returns: evidence from Kenya. Donald A. Otieno, Rose W. Ngugi, Peter W. Muriu Pages 73-90. Downloadable! 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 markets, we show that investors display herd behavior during periods of high volatility while anti-herding is prevalent during calm 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

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

Does speculation in the oil market drive investor herding in emerging stock markets? Mehmet Balcilar (), Riza Demirer and Talat Ulussever. Energy Economics, 2017, vol. 65, issue C, 50-63 . Abstract: 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. Oil Speculation and Herding Behavior in Emerging Stock Markets Esin Cakan, Department of Economics, University of New Haven, CT 06516, USA. Rıza Demirer, Department of Economics & Finance, Southern Illinois University Edwardsville, Edwardsville, IL 62026-1102, USA. Rangan Gupta, Department of Economics, University of Pretoria, Pretoria, South Africa. 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 This paper contributes to the debate on the cross-markets correlation by extending tests of herding behavior between the stock market and the crude oil market. We study herding behavior at the sector level during extreme oil market movements.

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-.

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. 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

Does speculation in the oil market drive investor herding in emerging stock markets? 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.

both of which found stock market volatility to be far greater than could be justified Herding behaviour in an emerging Does speculation in the oil market drive. 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-.

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. 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 We examine whether herding among speculators in U.S. crude oil futures markets affects market prices and volatility. Using detailed data on the positions of hedge funds and swap dealers from 2005

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