Peut-On Expliquer La Volatilite Du Marche Boursier Marocain Par Un Comportement Mimetique Des Investisseurs?

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Nabil Sifouh
Nabil Sifouh
2
Et Khdija Oubal
Et Khdija Oubal

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Peut-On Expliquer La Volatilite Du Marche Boursier Marocain Par Un Comportement Mimetique Des Investisseurs? Banner
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The purpose of this paper is to test empirically, if during the period 2002-2017, the volatility of the Moroccan stock market could be linked to mimetic behavior of investors. On a sample made up of 22 firms listed on the Casablanca stock exchange, we adopted an estimate of this behavior according to the measure of cross sectional absolute deviation CSAD to show that there is no solid evidence on the presence of mimicry at least for the period considered in this study.

Funding

No external funding was declared for this work.

Conflict of Interest

The authors declare no conflict of interest.

Ethical Approval

No ethics committee approval was required for this article type.

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Not applicable for this article.

Nabil Sifouh. 2020. \u201cPeut-On Expliquer La Volatilite Du Marche Boursier Marocain Par Un Comportement Mimetique Des Investisseurs?\u201d. Global Journal of Management and Business Research - C: Finance GJMBR-C Volume 20 (GJMBR Volume 20 Issue C1): .

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GJMBR Volume 20 Issue C1
Pg. 31- 39
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Crossref Journal DOI 10.17406/GJMBR

Print ISSN 0975-5853

e-ISSN 2249-4588

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GJMBR-C Classification: JEL Code: F65
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v1.2

Issue date

February 29, 2020

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English

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The purpose of this paper is to test empirically, if during the period 2002-2017, the volatility of the Moroccan stock market could be linked to mimetic behavior of investors. On a sample made up of 22 firms listed on the Casablanca stock exchange, we adopted an estimate of this behavior according to the measure of cross sectional absolute deviation CSAD to show that there is no solid evidence on the presence of mimicry at least for the period considered in this study.

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Peut-On Expliquer La Volatilite Du Marche Boursier Marocain Par Un Comportement Mimetique Des Investisseurs?

Nabil Sifouh
Nabil Sifouh
Et Khdija Oubal
Et Khdija Oubal

Research Journals