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 …

Herding is a feature of investor behavior in financial markets, particularly in market stress.
We apply an approach based on the cross-sectional dispersion of individual stocks' betas …

This study examines the presence of herding in the cryptocurrency market. The latter is the
outcome of mass collaboration and imitation. Results from the static model suggest no …

This paper uses the cross-sectional absolute deviation (CSAD) in static and time-varying
versions to examine herding in the cryptocurrency market from April 2013 to November …

Purpose Our study focuses on analyzing the trading behaviour of the investors who invest in
these currencies to review their trading patterns which may help us to understand the price …

This paper investigates whether herding is present before and during the COVID-19
pandemic, analyzing intraday data of Bitcoin and eight altcoins. The herding intensity …

This paper aims to investigate herding behavior and its impact on volatility under
uncertainty. We apply a cross-sectional absolute deviation approach as well as Quantile …

This paper investigates the existence of herding behavior in cryptocurrencies market. Using
data of the 20 large cryptocurrencies and MV Index Solution Crypto Compare Digital Assets …

In view of explosive trends and excessive trades in the cryptocurrency markets, this paper
contributes to the existing literature by bringing in the limelight the effect of liquidity on the …

In this paper, we provide an in-depth analysis of the herding nature in the cryptocurrency
market. We use the first 200 crypto coins data ranked based on market capitalization on …