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Herding behavior in cryptocurrencies revisited: Novel evidence from a TVP model
16 references·16 citing·40 second hopsampled
Herding behavior in cryptocurrencies revisited: Novel evidence from a TVP model (2019)Herding behavior in cryptocurrencies revi…Herding in the cryptocurrency market: CSSD and CSAD approaches (2018)Herding in the cryptocurrency…Herding behaviour in cryptocurrencies (2018)Herding behaviour in cryptocu…Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Speculative bubbles in Bitcoi…Herding on fundamental information: A comparative study (2014)Herding on fundamental inform…Beyond Power Calculations (2014)Beyond Power CalculationsTime-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications (2011)Time-Varying Parameter VAR Mo…Cross-country effects in herding behaviour: Evidence from four south European markets (2011)Cross-country effects in herd…Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis (2010)Empirical investigation of he…An empirical analysis of herd behavior in global stock markets (2010)An empirical analysis of herd…Herding behavior in Chinese stock markets: An examination of A and B shares (2007)Herding behavior in Chinese s…Does herding behavior exist in Chinese stock markets? (2005)Does herding behavior exist i…Analysis of intraday herding behavior among the sector ETFs (2004)Analysis of intraday herding …An examination of herd behavior in equity markets: An international perspective (2000)An examination of herd behavi…Following the Pied Piper: Do Individual Returns Herd around the Market? (1995)Following the Pied Piper: Do …The impact of institutional trading on stock prices (1992)The impact of institutional t…The Excess Co-Movement of Commodity Prices (1990)The Excess Co-Movement of Com…Investment decisions determinants in the GCC cryptocurrency market: a behavioural finance perspective (2023)Investment decisions determin…Journal of Behavioral and Experimental Finance: A bibliometric overview (2022)Journal of Behavioral and Exp…Herding behavior in the cryptocurrency market during COVID-19 pandemic: The role of media coverage (2022)Herding behavior in the crypt…Returns, volatility and the cryptocurrency bubble of 2017–18 (2021)Returns, volatility and the c…Herding on Fundamental/Nonfundamental Information During the COVID-19 Outbreak and Cyber-Attacks: Evidence From the Cryptocurrency Market (2021)Herding on Fundamental/Nonfun…Herding intensity and volatility in cryptocurrency markets during the COVID-19 (2021)Herding intensity and volatil…Herding in the crypto market: a diagnosis of heavy distribution tails (2021)Herding in the crypto market:…Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets (2021)Herding behaviour and price c…Cryptocurrency market efficiency in short- and long-term horizons during COVID-19: An asymmetric multifractal analysis approach (2021)Cryptocurrency market efficie…What Drives Herding Behavior in the Cryptocurrency Market? (2020)What Drives Herding Behavior …Uncertainty, Fear and Herding Behavior: Evidence from Size-Ranked Portfolios (2020)Uncertainty, Fear and Herding…Market Stress and Herding: A New Approach to the Cryptocurrency Market (2020)Market Stress and Herding: A …Herding behaviour in digital currency markets: An integrated survey and empirical estimation (2020)Herding behaviour in digital …Empirical investigation of herding in cryptocurrency market under different market regimes (2020)Empirical investigation of he…Cryptocurrency liquidity during extreme price movements: is there a problem with virtual money? (2020)Cryptocurrency liquidity duri…A complete empirical ensemble mode decomposition and support vector machine-based approach to predict Bitcoin prices (2020)A complete empirical ensemble…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Herd Behavior and Investment (1988)Investor herding behaviour of Chinese stock market (2013)Do investors exhibit behavioral biases in investment decision making? A systematic review (2018)Extreme Correlation of International Equity Markets (2001)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Mutual Fund Herding and the Impact on Stock Prices (1999)Herding in financial markets: a review of the literature (2013)The Influence of Behavioral Factors in Making Investment Decisions and Performance: Study on Investors of Colombo Stock Exchange, Sri Lanka (2014)A test for independence based on the correlation dimension (1996)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)The Inefficiency of Bitcoin (2016)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Essays in Positive Economics (1954)Does the Stock Market Overreact? (1985)A Simple Model of Herd Behavior (1992)Risk Taking by Mutual Funds as a Response to Incentives (1997)Investor Psychology and Asset Pricing (2001)The Geography of Investment: Informed Trading and Asset Prices (2001)False-Positive Psychology (2011)Scientific Utopia (2012)Power failure: why small sample size undermines the reliability of neuroscience (2013)Is psychology suffering from a replication crisis? What does “failure to replicate” really mean? (2015)Fake news game confers psychological resistance against online misinformation (2019)Replicability, Robustness, and Reproducibility in Psychological Science (2021)Herd on the Street: Informational Inefficiencies in a Market with Short‐Term Speculation (1992)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Market stress and herding (2004)Measuring Economic Policy Uncertainty* (2016)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? (2018)Cryptocurrencies and stock market indices. Are they related? (2019)Multiscale characteristics of the emerging global cryptocurrency market (2020)Capital Market Equilibrium with Restricted Borrowing (1972)Foreign Speculators and Emerging Equity Markets (2000)The Dynamics of Commodity Spot and Futures Markets: A Primer (2001)Oil prices, exchange rates and emerging stock markets (2011)Financialization, crisis and commodity correlation dynamics (2012)
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References

  • 1992The impact of institutional trading on stock prices2,068 cited
  • 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin1,386 cited
  • 2014Beyond Power Calculations1,341 cited
  • 2000An examination of herd behavior in equity markets: An international perspective1,288 cited
  • 1995Following the Pied Piper: Do Individual Returns Herd around the Market?1,170 cited
  • 2010An empirical analysis of herd behavior in global stock markets880 cited
  • 1990The Excess Co-Movement of Commodity Prices769 cited
  • 2007Herding behavior in Chinese stock markets: An examination of A and B shares646 cited
  • 2018Herding behaviour in cryptocurrencies536 cited
  • 2005Does herding behavior exist in Chinese stock markets?409 cited
  • 2011Time-Varying Parameter VAR Model with Stochastic Volatility: An Overview of Methodology and Empirical Applications402 cited
  • 2004Analysis of intraday herding behavior among the sector ETFs291 cited
  • 2011Cross-country effects in herding behaviour: Evidence from four south European markets283 cited
  • 2014Herding on fundamental information: A comparative study265 cited
  • 2018Herding in the cryptocurrency market: CSSD and CSAD approaches

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231 cited
  • 2010Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis207 cited
  • Cited by

    • 2021Cryptocurrency market efficiency in short- and long-term horizons during COVID-19: An asymmetric multifractal analysis approach114 cited
    • 2020What Drives Herding Behavior in the Cryptocurrency Market?86 cited
    • 2020Herding behaviour in digital currency markets: An integrated survey and empirical estimation84 cited
    • 2021Herding intensity and volatility in cryptocurrency markets during the COVID-1984 cited
    • 2021Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets76 cited
    • 2020A complete empirical ensemble mode decomposition and support vector machine-based approach to predict Bitcoin prices73 cited
    • 2020Market Stress and Herding: A New Approach to the Cryptocurrency Market63 cited
    • 2022Herding behavior in the cryptocurrency market during COVID-19 pandemic: The role of media coverage62 cited
    • 2020Uncertainty, Fear and Herding Behavior: Evidence from Size-Ranked Portfolios61 cited
    • 2020Empirical investigation of herding in cryptocurrency market under different market regimes56 cited
    • 2023Investment decisions determinants in the GCC cryptocurrency market: a behavioural finance perspective53 cited
    • 2021Herding in the crypto market: a diagnosis of heavy distribution tails50 cited
    • 2022Journal of Behavioral and Experimental Finance: A bibliometric overview50 cited
    • 2020Cryptocurrency liquidity during extreme price movements: is there a problem with virtual money?46 cited
    • 2021Returns, volatility and the cryptocurrency bubble of 2017–1845 cited
    • 2021Herding on Fundamental/Nonfundamental Information During the COVID-19 Outbreak and Cyber-Attacks: Evidence From the Cryptocurrency Market41 cited