{"id":5344,"date":"2021-04-26T01:34:47","date_gmt":"2021-04-25T22:34:47","guid":{"rendered":"https:\/\/www.berjournal.com\/?p=5344"},"modified":"2021-04-27T23:53:13","modified_gmt":"2021-04-27T20:53:13","slug":"beta-herding-in-the-covid-19-era-evidence-from-borsa-istanbul","status":"publish","type":"post","link":"https:\/\/www.berjournal.com\/tr\/beta-herding-in-the-covid-19-era-evidence-from-borsa-istanbul","title":{"rendered":"Beta Herding in the Covid-19 Era: Evidence from Borsa Istanbul"},"content":{"rendered":"

<\/p>\n\n\n\n\n
Makale Bilgileri<\/td>\n<\/tr>\n
\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Dergi:<\/td>\nBusiness and Economics Research Journal<\/td>\n<\/tr>\n
Makalenin Ba\u015fl\u0131\u011f\u0131:<\/td>\nBeta Herding in the Covid-19 Era: Evidence from Borsa Istanbul<\/td>\n<\/tr>\n
Yazar(lar):<\/td>\nHilal H. Erdo\u011fan<\/td>\n<\/tr>\n
Cilt:<\/td>\n12<\/td>\n<\/tr>\n
Say\u0131:<\/td>\n2<\/td>\n<\/tr>\n
Y\u0131l:<\/td>\n2021<\/td>\n<\/tr>\n
Sayfa:<\/td>\n359-368<\/td>\n<\/tr>\n
ISSN:<\/td>\n2619-9491<\/td>\n<\/tr>\n
DOI Numaras\u0131:<\/td>\n10.20409\/berj.2021.326<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
\u00d6z<\/td>\n<\/tr>\n
The study aims to examine beta herding in the Covid-19 era in Borsa Istanbul. Herding was analyzed based on the state-space model utilizing cross-sectional volatility of beta coefficients between January 2010 and November 2020. The results provided evidence of herding in Borsa Istanbul. In case of beta herding, this model provides to detect whether herding is intentional or spurious, as well. Within this context, market volatility, market return, size, and value factors of the Fama-French model were included in the analysis. Accordingly, intentional herding was found in Borsa Istanbul and investors tend to herd more, particularly under the global pandemic of Covid-19.<\/td>\n<\/tr>\n
\n
\n\n\n\n\n
Anahtar Kelimeler:<\/td>\nHerd Behavior, Covid-19, Cross-Sectional Volatility, Beta Coefficient, Borsa Istanbul<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
\n
\n\n\n\n
JEL S\u0131n\u0131fland\u0131rmas\u0131:<\/td>\nG01, G10, G41<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n
\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

\r\n \r\n
\r\n \"https:\/\/www.berjournal.com\/tr\/wp-content\/uploads\/icons\/pdf.gif\"\r\n <\/td>\r\n \r\n \r\nTam Metin\r\n<\/b> ( \u2193<\/span> 2131)<\/a> <\/td>\r\n <\/tr>\r\n<\/table>Tam Metin\r\n<\/b> ( \u2193<\/span> 2131)<\/a> <\/td>\r\n <\/tr>\r\n<\/table><\/p>\n
<\/div>\n

<\/path><\/svg><\/i> \"Loading\"<\/p>\n

<\/div>","protected":false},"excerpt":{"rendered":"

Makale Bilgileri Dergi: Business and Economics Research Journal Makalenin Ba\u015fl\u0131\u011f\u0131: Beta Herding in the Covid-19 Era: Evidence from Borsa Istanbul Yazar(lar): Hilal H. Erdo\u011fan Cilt: 12 Say\u0131: 2 Y\u0131l: 2021 Sayfa: 359-368 ISSN: 2619-9491 DOI Numaras\u0131: 10.20409\/berj.2021.326 \u00d6z The study aims to examine beta herding in the Covid-19 era in Borsa Istanbul. Herding was analyzed […]<\/p>\n

<\/div>\n

<\/path><\/svg><\/i> \"Loading\"<\/p>\n

<\/div>\n","protected":false},"author":4638,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[3,1,7],"tags":[],"class_list":["post-5344","post","type-post","status-publish","format-standard","hentry","category-makale","category-manuscript","category-manuscript2"],"a3_pvc":{"activated":true,"total_views":109,"today_views":0},"_links":{"self":[{"href":"https:\/\/www.berjournal.com\/tr\/wp-json\/wp\/v2\/posts\/5344","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.berjournal.com\/tr\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.berjournal.com\/tr\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.berjournal.com\/tr\/wp-json\/wp\/v2\/users\/4638"}],"replies":[{"embeddable":true,"href":"https:\/\/www.berjournal.com\/tr\/wp-json\/wp\/v2\/comments?post=5344"}],"version-history":[{"count":0,"href":"https:\/\/www.berjournal.com\/tr\/wp-json\/wp\/v2\/posts\/5344\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.berjournal.com\/tr\/wp-json\/wp\/v2\/media?parent=5344"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.berjournal.com\/tr\/wp-json\/wp\/v2\/categories?post=5344"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.berjournal.com\/tr\/wp-json\/wp\/v2\/tags?post=5344"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}