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 …

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 …

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 behaviour in cryptocurrencies

E Bouri, R Gupta, D Roubaud - Finance Research Letters, 2019 - Elsevier
This study examines the presence of herding behaviour in the cryptocurrency market. The
latter is the outcome of mass collaboration and imitation. Results from the static model …

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 …

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

RNUD Jalal, M Sargiacomo, NU Sahar… - The Journal of Asian …, 2020 - ricerca.unich.it
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 …

Does herding behavior exist in cryptocurrency market?

A Amirat, W Alwafi - Cogent Economics & Finance, 2020 - Taylor & Francis
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 …

[HTML][HTML] Herding behaviour in digital currency markets: An integrated survey and empirical estimation

NA Kyriazis - Heliyon, 2020 - cell.com
This paper reviews the empirical literature on the highly popular phenomenon of herding
behaviour in the markets of digital currencies. Furthermore, a comparison takes place with …

Herding behavior in cryptocurrencies revisited: Novel evidence from a TVP model

S Stavroyiannis, V Babalos - Journal of Behavioral and Experimental …, 2019 - Elsevier
In view of the growing popularity of cryptocurrencies, the purpose of the present study is to
offer new insights on the herding behavior of cryptocurrencies. To this end, we employ …

[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 …