Abstract
In this paper, we examine herding behavior in the Athens Stock Exchange (ASE) covering the 1999 stock market bubble as well as several recent crisis periods. To this end we employ the cross-sectional dispersion approach using a survivor bias free dataset from January 1998 to May 2016. The empirical results provide useful conclusions about the evolution of investor sentiment in the ASE over the last decades during different crisis periods and under different market states.
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