Herding Behavior of Business Groups During COVID-19: Evidence in Chile

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Autor principal: Christian Espinosa-Méndez
Formato: Artículo científico
Lenguaje:en
Publicado: Universidad Nacional Autónoma de México 2023
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author Christian Espinosa-Méndez
author_facet Christian Espinosa-Méndez
contents Herding Behavior of Business Groups During COVID-19: Evidence in Chile Christian Espinosa-Méndez Carlos P. Maquieira Economía y Finanzas 19 covid business groups Herding behavior emerging markets This article investigates whether herding behavior is present in stock returns of business groups during the COVID-19 pandemic. Using series of prices and daily traded volume of the companies that make up the General Index of Stock Prices of the Santiago de Chile Stock Exchange (S&P/CLIGPA) from January 1, 2010 to October 9, 2020 the results show herding behavior during COVID-19. Nevertheless, the herding behavior is weaker in business group firms compared to companies which are not affiliated to business groups. Then, when analyzing how herding behavior evolves in business groups during the presence of COVID-19, it is found that herding behavior changes to reverse herding behavior during May 2020 onwards. When inquiring about this point, it is found that herding behavior in business groups is lower under increasing uncertainty (number of cases and deaths due to COVID-19 increases). 2023 artículo científico 0185-1667 https://www.redalyc.org/articulo.oa?id=60175442005 https://www.redalyc.org/journal/601/60175442005/ https://www.redalyc.org/journal/601/60175442005/html/ https://www.redalyc.org/journal/601/60175442005/60175442005.epub https://www.redalyc.org/journal/601/60175442005/movil 10.22201/fe.01851667p.2023.324.83713 en http://www.redalyc.org/revista.oa?id=601 Investigación Económica application/pdf Universidad Nacional Autónoma de México Investigación Económica (México) Num.324 Vol.LXXXII
format Artículo científico
id redalyc_60175442005
institution Redalyc
language en
publishDate 2023
publisher Universidad Nacional Autónoma de México
spellingShingle Herding Behavior of Business Groups During COVID-19: Evidence in Chile
Christian Espinosa-Méndez
Economía y Finanzas
19
covid
business groups
Herding behavior
emerging markets
Herding Behavior of Business Groups During COVID-19: Evidence in Chile Christian Espinosa-Méndez Carlos P. Maquieira Economía y Finanzas 19 covid business groups Herding behavior emerging markets This article investigates whether herding behavior is present in stock returns of business groups during the COVID-19 pandemic. Using series of prices and daily traded volume of the companies that make up the General Index of Stock Prices of the Santiago de Chile Stock Exchange (S&P/CLIGPA) from January 1, 2010 to October 9, 2020 the results show herding behavior during COVID-19. Nevertheless, the herding behavior is weaker in business group firms compared to companies which are not affiliated to business groups. Then, when analyzing how herding behavior evolves in business groups during the presence of COVID-19, it is found that herding behavior changes to reverse herding behavior during May 2020 onwards. When inquiring about this point, it is found that herding behavior in business groups is lower under increasing uncertainty (number of cases and deaths due to COVID-19 increases). 2023 artículo científico 0185-1667 https://www.redalyc.org/articulo.oa?id=60175442005 https://www.redalyc.org/journal/601/60175442005/ https://www.redalyc.org/journal/601/60175442005/html/ https://www.redalyc.org/journal/601/60175442005/60175442005.epub https://www.redalyc.org/journal/601/60175442005/movil 10.22201/fe.01851667p.2023.324.83713 en http://www.redalyc.org/revista.oa?id=601 Investigación Económica application/pdf Universidad Nacional Autónoma de México Investigación Económica (México) Num.324 Vol.LXXXII
title Herding Behavior of Business Groups During COVID-19: Evidence in Chile
topic Economía y Finanzas
19
covid
business groups
Herding behavior
emerging markets
url https://www.redalyc.org/articulo.oa?id=60175442005
https://www.redalyc.org/journal/601/60175442005/
https://www.redalyc.org/journal/601/60175442005/html/
https://www.redalyc.org/journal/601/60175442005/60175442005.epub
https://www.redalyc.org/journal/601/60175442005/movil