Do investors herd in cryptocurrencies–and why?

V Kallinterakis, Y Wang - Research in International Business and Finance, 2019 - Elsevier
We investigate herding and its possible determinants in the cryptocurrency market for the
December 2013–July 2018 period. Herding is significant (irrespective of Bitcoin's presence …

Testing for herding in the cryptocurrency market

A Ballis, K Drakos - Finance Research Letters, 2020 - Elsevier
The study investigates whether herding behavior is present in the rapidly emerging
cryptocurrency market. By analyzing daily data from major cryptocurrencies during the …

Herding behavior and cryptocurrency: Market asymmetries, inter-dependency and intra-dependency

RNUD Jalal, M Sargiacomo, NU Sahar… - The Journal of Asian …, 2020 - koreascience.kr
The study investigates herding behavior in cryptocurrencies in different situations. This study
employs daily returns of major cryptocurrencies listed in CCI30 index and sub-major …

Empirical investigation of herding in cryptocurrency market under different market regimes

A Kumar - Review of Behavioral Finance, 2021 - emerald.com
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 …

Herding behavior in the cryptocurrency market during COVID-19 pandemic: The role of media coverage

M Youssef, SS Waked - The North American Journal of Economics and …, 2022 - Elsevier
This paper examines herding behavior in the cryptocurrency market during the COVID-19
pandemic using daily data and based on static and regime-switching models. Furthermore …

Does herding behaviour among traders increase during COVID 19 pandemic? Evidence from the cryptocurrency market

D Susana, JK Kavisanmathi, S Sreejith - … on Transfer and Diffusion of IT …, 2020 - Springer
Cryptocurrencies are digital currencies and trading these currencies have gained huge
momentum in recent years. The sophisticated features, complexities on regulatory …

The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets

L Yarovaya, R Matkovskyy, A Jalan - Journal of International Financial …, 2021 - Elsevier
This paper analyses herding in cryptocurrency markets in the time of the COVID-19
pandemic. We employ a combination of quantitative methods to hourly prices of the four …

Herding behavior in cryptocurrency markets

O Poyser - arXiv preprint arXiv:1806.11348, 2018 - arxiv.org
There are no solid arguments to sustain that digital currencies are the future of online
payments or the disruptive technology that some of its former participants declared when …

[HTML][HTML] Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets.

I Yousaf, L Yarovaya - Finance Research Letters, 2022 - Elsevier
We examine the static and time-varying herding behavior in three cryptocurrency
classes:'conventional'cryptocurrencies, non-fungible tokens, and DeFi assets during the …

COVID-19, Lockdowns and herding towards a cryptocurrency market-specific implied volatility index

G Rubbaniy, S Polyzos, SKA Rizvi, A Tessema - Economics Letters, 2021 - Elsevier
This study investigates herd effects in 101 cryptocurrencies during the period from January
2015 to June 2020. Our results confirm the existence of herding behavior in the …