This study aims to investigate the existence of herding behaviour during COVID-19 crisis in the Egyptian stock market by using firm-level data and employing different testing methodologies. The study also investigates the existence of herding behaviour during COVID-19 crisis at the level of portfolios divided based on the size and the value factors. The study used the nonlinear model ... https://www.roneverhart.com/HP-Pavilion-15-eg1053cl-15-6-FHD-Touch-Intel-Core-i5-1235U-3-30-GHz-Intel-Iris-Xe-Graphics-12-GB-DDR4-RAM-512-GB-SSD-/