id author title date pages extension mime words sentences flesch summary cache txt cord-314113-m46j1379 Arias, Jose COVID-19 effect on herding behaviour in European Capital Markets 2020-10-01 .txt text/plain 1367 86 59 Using a sample from the stock exchanges of France (Paris), Germany (Frankfurt), Italy (Milan), United Kingdom (London) and Spain (Madrid), over the period from January 03, 2000 to June 19, 2020, we found robust evidence that COVID-19 pandemic increased herding behaviour in the capital markets of Europe. Given the above, we investigate whether the COVID-19 pandemic increases herding behaviour in capital markets in Europe. The level of herding is more evident when daily data is used (Tan et al., 2008 January in the Federal state of Bavaria; in Italy Chinese tourists were diagnosed on 30 January on board a cruise ship; in the United Kingdom the first cases were reported on 31 January in the city of York; and in Spain the first patient with COVID-19 was identified on 31 January in La Gomera (Georgeou and Hawksley, 2020) . ./cache/cord-314113-m46j1379.txt ./txt/cord-314113-m46j1379.txt