[PDF][PDF] Herding in the cryptocurrency market

EM Leclair - 2018 - academia.edu
This research uses the method developed by Huang and Salmon (2004) to estimate market
herding dynamics in a CAPM framework, exploiting time variation in betas and …

[PDF][PDF] Herding in the cryptocurrency market

EM Leclair - 2018 - researchgate.net
This research uses the method developed by Huang and Salmon (2004) to estimate market
herding dynamics in a CAPM framework, exploiting time variation in betas and …