© 2021. Nithin Jose, Anjana K & Shalina Abdul Hameed. This is a research/review paper, distributed under the terms of the
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Global Journal of Management and Business Research: B
Economics and Commerce
Volume 21 Issue 3 Version 1.0 Year 2021
Type: Double Blind Peer Reviewed International Research Journal
Publisher: Global Journals
Online ISSN: 2249-4588 & Print ISSN: 0975-5853
Herd Bias in Indian Stock Market under Extreme Market
Conditions
By Nithin Jose, Anjana K & Shalina Abdul Hameed
St. Joseph’s Collegea
Abstract- Behavioural Finance is an area that needs to be studied within the context of the Indian
stock market to assist investors in making rational investment decisions. This study examines the
existence of herding behaviour in the Indian stock market considering various determinants of
herd formation such as rising and declining market conditions and extreme market situations.
The study is based on 46 companies selected from NSE Nifty 50 index based on their trading
period. The methodology applied to validate the presence of herd formation is Cross-Sectional
Absolute Deviation (CSAD) method. The results revealed that over the study period of extreme up
market condition and high trading volume has shown herding behaviour in the Indian stock
market.
Keywords: herding behaviour, market efficiency, cross-sectional absolute deviation method
(CSAD).
GJMBR-B Classification: JEL Code: B26
HerdBiasinIndianStockMarketunderExtremeMarketConditions
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