Foreign exchange market herd behaviour: empirical study in ASEAN-5 countries

Purpose – The study examines the herd behaviour in Association of Southeast Asian Nations (ASEAN)-5 foreign exchange markets: Indonesia, Malaysia, Philippines, Singapore and Thailand. Design/methodology/approach – We use the daily data as a sample. Cross-sectional absolute deviation (CSAD) and quant...

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Bibliographic Details
Main Authors: Nevi Danila, Priyanka Aggarwal
Format: Article
Language:English
Published: Emerald Publishing 2025-01-01
Series:AJAR (Asian Journal of Accounting Research)
Subjects:
Online Access:https://www.emerald.com/insight/content/doi/10.1108/AJAR-11-2023-0381/full/pdf
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