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The study aims to test the existence and the continuity of herding behaviour in Chinese A-share market by the method called cross-sectional absolute deviation (CSAD). Herding behavior, defined as individuals tend to follow others when making decision, has a large impact on stock markets. The latest data from July 2016 to July 2019 in Shanghai and Shenzhen A-share markets are used. The data are divided into both three-year period and annual subperiod. The results indicate that there is a lastingdoi:10.4236/me.2020.114058 fatcat:j3i5uctz2bbl5nbcdthz4yoe3y