This paper examines the existence of herding behavior in the Egyptian exchange market during different market conditions, starting from the revolution period to the pandemic period. Using daily stock price data, the empirical test looks for the existence of herding for the whole period and five different sub-periods (Egyptian Revolution, Pre and Post economic shifting, and Pre and post-Pandemic phases). Results fail to provide evidence of herding behavior in the Egyptian exchange market. The main models used in this paper provide evidence of adverse herding behavior exhibiting nonlinearity. Furthermore, the results also show that herding behavior is a short-lived phenomenon considered from sub-periods and observed with sorting in a bullish, bearish market, High volatility, and low volatility. Nevertheless, with aggregated models, the herding exited with bulling, high volatility markets, and the adverse herding in the bearing and low volatility markets.