Abstract
Research in behavioural Finance has investigated the presence of herd behaviour relative to periods of market stress in order to establish the impact of herding over extreme market conditions. Our work examines the case of the Argentine financial crisis which has never been explored in herding terms in Finance before. Using historical data on Argentina's main market index (MERVAL) between 2000 and 2006 we demonstrate the existence of significant herding both during as well as after the crisis. We also demonstrate how the evolutionary course of herding in the Argentine market can be considered in view of the chronology of events that shaped the market during those volatile years.
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