Investors' mood and herd investing: A quantile-on-quantile regression explanation from crypto market

G Rubbaniy, K Tee, P Iren, S Abdennadher - Finance Research Letters, 2022 - Elsevier
This study uses daily data of 382 cryptocurrencies and a quantile-on-quantile regression
(QQR) framework developed by Sim and Zhou (2015), to establish a link between herding …

Investors' mood and herd investing: A quantile-on-quantile regression explanation from crypto market

G Rubbaniy, K Tee, P Iren… - Finance Research …, 2022 - nchr.elsevierpure.com
This study uses daily data of 382 cryptocurrencies and a quantile-on-quantile regression
(QQR) framework developed by Sim and Zhou (2015), to establish a link between herding …

Investors' mood and herd investing: A quantile-on-quantile regression explanation from crypto market

G Rubbaniyc, K Tee, P Iren… - Finance Research …, 2022 - researchonline.jcu.edu.au
This study uses daily data of 382 cryptocurrencies and a quantile-on-quantile regression
(QQR) framework developed by Sim and Zhou (2015), to establish a link between herding …

Investors' mood and herd investing: a quantile-on-quantile regression explanation from crypto market

G Rubbaniy, K Tee, P Iren… - Finance Research …, 2021 - zuscholars.zu.ac.ae
This study uses daily data of 382 cryptocurrencies and a quantile-on-quantile regression
(QQR) framework developed by Sim and Zhou (2015), to establish a link between herding …

Investors' mood and herd investing: A quantile-on-quantile regression explanation from crypto market

G Rubbaniy, K Tee, P Iren… - Finance Research …, 2022 - ideas.repec.org
This study uses daily data of 382 cryptocurrencies and a quantile-on-quantile regression
(QQR) framework developed by Sim and Zhou (2015), to establish a link between herding …

Investors' mood and herd investing: A quantile-on-quantile regression explanation from crypto market

G Rubbaniy, K Tee, P Iren… - Finance Research …, 2022 - econpapers.repec.org
This study uses daily data of 382 cryptocurrencies and a quantile-on-quantile regression
(QQR) framework developed by Sim and Zhou (2015), to establish a link between herding …

Investors' mood and herd investing: A quantile-on-quantile regression explanation from crypto market

G Rubbaniyc, K Tee, P Iren… - Finance Research …, 2022 - researchonline.jcu.edu.au
This study uses daily data of 382 cryptocurrencies and a quantile-on-quantile regression
(QQR) framework developed by Sim and Zhou (2015), to establish a link between herding …