Narrow search
Showing 1 - 10 of 2,448
Cover Image
COVID-19, lockdowns and herding towards a cryptocurrency market-specific implied volatility index
Rubbaniy, Ghulame; Polyzos, Stathis; Rizvi, Kumail Abbas; … - In: Economics letters 207 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10013169956
Cover Image
Herding behaviour in cryptocurrency and emerging financial markets
Omane-Adjepong, Maurice; Alagidede, Imhotep Paul; … - In: Cogent economics & finance 9 (2021) 1, pp. 1-14
The letter examines herding in the most liquid cryptocurrency markets relative to traditional financial markets of 10 …
Persistent link: https://www.econbiz.de/10013184050
Cover Image
Herding intensity and volatility in cryptocurrency markets during the COVID-19
Mandacı, Pınar Evrım; Cagli, Efe Çaglar - In: Finance research letters 46 (2022) 2, pp. 1-7
Persistent link: https://www.econbiz.de/10013341564
Cover Image
Metcalfe's law and log-period power laws in the cryptocurrencies market
Pele, Daniel Traian; Mazurencu-Marinescu-Pele, Miruna - 2019
super-exponential price growth, possibly due to a herding behaviour of investors. The authors then used LPPL models to …
Persistent link: https://www.econbiz.de/10012007412
Cover Image
Metcalfe's law and herding behaviour in the cryptocurrencies market
Pele, Daniel Traian; Mazurencu-Marinescu-Pele, Miruna - 2019
Metcalfe's law for Bitcoin is questionable. As the results showed a potential for herding behaviour, the authors then used LPPL …
Persistent link: https://www.econbiz.de/10011976108
Cover Image
Do Clean and Dirty Cryptocurrency Markets Herd Differently?
Ren, Boru; Lucey, Brian M. - 2022
In this paper, we analyse the herding behaviour of two types of cryptocurrencies, referred to as "black/dirty" and … "green/clean" based on their energy usage levels. Empirical results reveal that herding generally exists only in the dirty …
Persistent link: https://www.econbiz.de/10013313552
Cover Image
Signal-herding in cryptocurrencies
Philippas, Dionisis; Philippas, Nikolaos; Tziogkidis, … - In: Journal of international financial markets, … 65 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012495760
Cover Image
Cryptocurrencies : herding and the transfer currency
Kaiser, Lars; Stöckl, Sebastian - In: Finance research letters 33 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012430940
Cover Image
Herding in the crypto market : a diagnosis of heavy distribution tails
Shrotryia, Vijay Kumar; Kalra, Himanshi - In: Review of behavioral finance : RBF 14 (2022) 5, pp. 566-587
Persistent link: https://www.econbiz.de/10013453728
Cover Image
Do clean and dirty cryptocurrency markets herd differently?
Ren, Boru; Lucey, Brian M. - In: Finance research letters 47 (2022) 2, pp. 1-6
Persistent link: https://www.econbiz.de/10013553517