Blasco de las Heras, Natividad; Corredor, Pilar; … - In: Financial innovation : FIN 8 (2022), pp. 1-18
This paper analyses the herding behaviour among exchanges around the expiration of bitcoin futures traded on the … conditional herding, we obtain results that indicate that the herding effect is significant during the week before expiration …. After expiration, the herding effect lasts for a few hours and disappears. Information overload originating, among other …
