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Please use this identifier to cite or link to this item: http://hdl.handle.net/1893/22245
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dc.contributor.authorGavriilidis, Konstantinosen_UK
dc.contributor.authorKallinterakis, Vasileiosen_UK
dc.contributor.authorTsalavoutas, Ioannisen_UK
dc.date.accessioned2017-06-10T04:48:31Z-
dc.date.available2017-06-10T04:48:31Z-
dc.date.issued2016-12en_UK
dc.identifier.urihttp://hdl.handle.net/1893/22245-
dc.description.abstractIn view of evidence linking herding and social mood, we examine whether the positive mood documented during Ramadan translates into higher herding compared to non-Ramadan days. Drawing on a sample of seven majority Muslim countries, we report significant herding during Ramadan in most of our sample markets. Additionally, we show that herding appears significantly stronger within rather than outside Ramadan for most tests whereby its significance is manifested on both Ramadan- and non-Ramadan-days. Overall, herding significance within/outside Ramadan exhibits some variation in its levels across markets in relation to variables reflective of market states, both domestically (market returns; market volume) and internationally (US market returns; US investors' sentiment; global financial crisis) market states.en_UK
dc.language.isoenen_UK
dc.publisherElsevieren_UK
dc.relationGavriilidis K, Kallinterakis V & Tsalavoutas I (2016) Investor Mood, Herding and the Ramadan Effect. Journal of Economic Behavior and Organization, 132 (Supplement), pp. 23-38. https://doi.org/10.1016/j.jebo.2015.09.018en_UK
dc.rightsThis item has been embargoed for a period. During the embargo please use the Request a Copy feature at the foot of the Repository record to request a copy directly from the author. You can only request a copy if you wish to use this work for your own research or private study. Accepted refereed manuscript of: Gavriilidis K, Kallinterakis V & Tsalavoutas I (2016) Investor Mood, Herding and the Ramadan Effect, Journal of Economic Behavior and Organization, 132 (Supplement), pp. 23-38. DOI: 10.1016/j.jebo.2015.09.018 © 2015, Elsevier. Licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International http://creativecommons.org/licenses/by-nc-nd/4.0/en_UK
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/en_UK
dc.subjectherdingen_UK
dc.subjectsocial mooden_UK
dc.subjectRamadanen_UK
dc.titleInvestor Mood, Herding and the Ramadan Effecten_UK
dc.typeJournal Articleen_UK
dc.rights.embargodate2017-04-24en_UK
dc.rights.embargoreason[GKT2015_final submission_Clear.pdf] Publisher requires embargo of 18 months after formal publication.en_UK
dc.identifier.doi10.1016/j.jebo.2015.09.018en_UK
dc.citation.jtitleJournal of Economic Behavior and Organizationen_UK
dc.citation.issn0167-2681en_UK
dc.citation.volume132en_UK
dc.citation.issueSupplementen_UK
dc.citation.spage23en_UK
dc.citation.epage38en_UK
dc.citation.publicationstatusPublisheden_UK
dc.citation.peerreviewedRefereeden_UK
dc.type.statusAM - Accepted Manuscripten_UK
dc.author.emailkonstantinos.gavriilidis@stir.ac.uken_UK
dc.citation.date23/10/2015en_UK
dc.contributor.affiliationAccounting & Financeen_UK
dc.contributor.affiliationUniversity of Liverpoolen_UK
dc.contributor.affiliationUniversity of Glasgowen_UK
dc.identifier.scopusid2-s2.0-84951096948en_UK
dc.identifier.wtid588456en_UK
dc.contributor.orcid0000-0001-9935-5431en_UK
dc.date.accepted2015-09-22en_UK
dcterms.dateAccepted2015-09-22en_UK
dc.date.filedepositdate2015-09-23en_UK
rioxxterms.apcnot requireden_UK
rioxxterms.typeJournal Article/Reviewen_UK
rioxxterms.versionAMen_UK
local.rioxx.authorGavriilidis, Konstantinos|0000-0001-9935-5431en_UK
local.rioxx.authorKallinterakis, Vasileios|en_UK
local.rioxx.authorTsalavoutas, Ioannis|en_UK
local.rioxx.projectInternal Project|University of Stirling|https://isni.org/isni/0000000122484331en_UK
local.rioxx.freetoreaddate2017-04-24en_UK
local.rioxx.licencehttp://www.rioxx.net/licenses/under-embargo-all-rights-reserved||2017-04-23en_UK
local.rioxx.licencehttp://creativecommons.org/licenses/by-nc-nd/4.0/|2017-04-24|en_UK
local.rioxx.filenameGKT2015_final submission_Clear.pdfen_UK
local.rioxx.filecount1en_UK
local.rioxx.source0167-2681en_UK
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