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However, dynamic analysis via rolling window regressions revealed intermittent herding behavior during various subperiods, including at the onset of the COVID-19 pandemic and around the beginning of the war in Ukraine. Additionally, regression results differentiate between herding driven by fundamental and non-fundamental factors, elucidating the predominance of negative herding attributable to non-fundamental influences. These findings underscore the presence of irrational behavior among investors, potentially leading to increased price instability and deviations from fundamental values. Moreover, the association of negative herding with diversifiable risk suggests potential implications for portfolio composition. Overall, this study contributes to understanding investor behavior in emerging markets and highlights the impact of herding on market dynamics and portfolio management strategies.&lt;\/p&gt;<\/jats:p>","DOI":"10.3934\/qfe.2024024","type":"journal-article","created":{"date-parts":[[2024,9,27]],"date-time":"2024-09-27T05:30:52Z","timestamp":1727415052000},"page":"635-657","source":"Crossref","is-referenced-by-count":2,"title":["Navigating the herd: The dynamics of investor behavior in the Brazilian stock market"],"prefix":"10.3934","volume":"8","author":[{"given":"J\u00falio","family":"Lob\u00e3o","sequence":"first","affiliation":[{"name":"School of Economics and Management, University of Porto, and CEF.UP, Porto, Portugal"}]},{"given":"Lu\u00eds","family":"Pacheco","sequence":"additional","affiliation":[{"name":"Department of Economics and Management, Portucalense University, and REMIT \u2013 Research on Economics, Management and Information Technologies, Porto, Portugal"}]},{"given":"Maria Beatriz","family":"Naia","sequence":"additional","affiliation":[{"name":"School of Economics and Management, University of Porto, and CEF.UP, Porto, Portugal"}]}],"member":"2321","reference":[{"key":"key-10.3934\/QFE.2024024-1","doi-asserted-by":"publisher","unstructured":"Aharon DY (2021) Uncertainty, Fear and Herding Behavior: Evidence from Size-Ranked Portfolios. <i>J Behav Financ<\/i> 22: 320\u2013337. https:\/\/doi.org\/10.1080\/15427560.2020.1774887","DOI":"10.1080\/15427560.2020.1774887"},{"key":"key-10.3934\/QFE.2024024-2","doi-asserted-by":"publisher","unstructured":"Amihud Y (2002) Illiquidity and stock returns: cross-section and time-series effects. <i>J Financ Mark<\/i> 5: 31\u201356. https:\/\/doi.org\/10.1016\/S1386-4181(01)00024-6","DOI":"10.1016\/S1386-4181(01)00024-6"},{"key":"key-10.3934\/QFE.2024024-3","doi-asserted-by":"publisher","unstructured":"Antonelli-Filho P, Bressan AA, Vieira KM, et al. 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