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

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

Nabil Sifouh

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Et Khdija Oubal

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

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Abstract

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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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.

Data Availability

Not applicable for this article.

How to Cite 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

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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

Submission ReceivedDecember 7, 2019
Peer Review Double Blind
Handling Editor
Accepted January 1, 2020
Published January 15, 2020

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v1.2

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February 29, 2020

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