https://socictopen.socict.org/files/original/64f3e295421cae6c2c503dc3e7505a35.pdf b4669aad3bf9eac15d9116df2a94444b Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Coronavirus Description An account of the resource Dominio científico: Coronavirus Text A resource consisting primarily of words for reading. Examples include books, letters, dissertations, poems, newspapers, articles, archives of mailing lists. Note that facsimiles or images of texts are still of the genre Text. Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource SENTIMENTAL HERDING: THE ROLE OF COVID-19 CRISIS IN THE EGYPTIAN STOCK MARKET Creator An entity primarily responsible for making the resource Mostafa Hussein Abd-Alla Description An account of the resource This study aims to investigate the existence of herding behaviour during COVID-19 crisis in the Egyptian stock market by using firm-level data and employing different testing methodologies. The study also investigates the existence of herding behaviour during COVID-19 crisis at the level of portfolios divided based on the size and the value factors. The study used the nonlinear model proposed by Chang, Cheng and Khorana (2000) and the state-space model developed by Hwang and Salmon (2004) to measure herding behaviour. The study found that the nonlinear model proposed by Chang et al. (2000) lead to results indicating evidence of herding during COVID-19 crisis. However, there was no evidence of herding behaviour during COVID-19 crisis when using the state-space model developed by Hwang and Salmon (2004). As for the level of portfolios, the study found evidence of herding during COVID-19 crisis only when using (Chang et al., 2000) methodology, at the level of the portfolio of stocks with low and high (B/M) ratio and the portfolio of big stocks only during COVID-19 crisis. Date A point or period of time associated with an event in the lifecycle of the resource 2021 Subject The topic of the resource Covid-19 crisis, state-space model, Nonlinear Model, Egyptian stock market, herding behaviour Identifier An unambiguous reference to the resource within a given context 10.12775/CJFA.2020.009 Source A related resource from which the described resource is derived Copernican Journal of Finance & Accounting Publisher An entity responsible for making the resource available Nicolaus Copernicus University in Toruń Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Business, Social Sciences