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 …

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 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 …

What drives herding behavior in the cryptocurrency market?

M Youssef - Journal of Behavioral Finance, 2022 - Taylor & Francis
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 …

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 …

Herding behavior and liquidity in the cryptocurrency market

S Arsi, K Guesmi, E Bouri - Asia-Pacific Journal of Operational …, 2022 - World Scientific
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 …

Herding behaviour in Korea's cryptocurrency market

KH Choi, SH Kang, SM Yoon - Applied Economics, 2022 - Taylor & Francis
Herding behaviour is an interesting phenomenon that has a serious impact on the market,
leading to inefficient asset prices and high volatility in periods of market turmoil. We …

Herding in crypto-currency markets

T Ajaz, AS Kumar - Annals of Financial Economics, 2018 - World Scientific
We test for herding in crypto-currency markets using the CSAD method of Chang et
al.(2000). Daily returns of 6 major crypto-currencies and market index CCI30 for the period …

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 …

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 …