---
title: Herding effect and volatility forecast in Chinese stock market
url: https://www.ml-quant.com/papers/repec/wly-jforec-v-42-y-2023-i-5-p-1275-1290/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:wly:jforec:v:42:y:2023:i:5:p:1275-1290
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.2968%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A42%3Ay%3A2023%3Ai%3A5%3Ap%3A1275-1290
featured: 2023-07-12
citations: unknown
topic: Derivatives & Volatility
---


# Herding effect and volatility forecast in Chinese stock market

The market herding effect significantly enhances the prediction of market volatility in the Chinese stock market, particularly in long-term predictions, with machine learning algorithms performing better than linear models.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Ffor.2968%3Bh%3Drepec%3Awly%3Ajforec%3Av%3A42%3Ay%3A2023%3Ai%3A5%3Ap%3A1275-1290
- Identifier: RePEc:wly:jforec:v:42:y:2023:i:5:p:1275-1290
- Released: 2023-07-12
- First featured: Quant Letter No. 7 (2023-07-12): https://www.ml-quant.com/issues/2023-07-12/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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