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Testing for herding in the cryptocurrency market
16 references·16 citing·42 second hopsampled
Testing for herding in the cryptocurrency market (2019)Testing for herding in the cryptocurrency…Semi-strong efficiency of Bitcoin (2018)Semi-strong efficiency of Bit…Liquidity and market efficiency in cryptocurrencies (2018)Liquidity and market efficien…Herding behaviour in cryptocurrencies (2018)Herding behaviour in cryptocu…Co-explosivity in the cryptocurrency market (2018)Co-explosivity in the cryptoc…Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Volatility estimation for Bit…RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)RETRACTED: Datestamping the B…Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…The Inefficiency of Bitcoin (2016)The Inefficiency of BitcoinSpeculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Speculative bubbles in Bitcoi…BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era (2013)BitCoin meets Google Trends a…An empirical analysis of herd behavior in global stock markets (2010)An empirical analysis of herd…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 …ARCH modeling in finance (1992)ARCH modeling in financeThe dynamics of market efficiency of major cryptocurrencies (2023)The dynamics of market effici…Investment decisions determinants in the GCC cryptocurrency market: a behavioural finance perspective (2023)Investment decisions determin…Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic (2022)Time–frequency co-movement an…Speculative bubbles and herding in cryptocurrencies (2022)Speculative bubbles and herdi…Herding behavior in the cryptocurrency market during COVID-19 pandemic: The role of media coverage (2022)Herding behavior in the crypt…Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets. (2022)Herding behavior in conventio…Investor attention in cryptocurrency markets (2021)Investor attention in cryptoc…Herding intensity and volatility in cryptocurrency markets during the COVID-19 (2021)Herding intensity and volatil…Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets (2021)Herding behaviour and price c…Cryptocurrencies’ Price Crash Risk and Crisis Sentiment (2021)Cryptocurrencies’ Price Crash…A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets (2021)A Survey on Volatility Fluctu…What Drives Herding Behavior in the Cryptocurrency Market? (2020)What Drives Herding Behavior …Uncertainty and herding behavior: evidence from cryptocurrencies (2020)Uncertainty and herding behav…The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model (2020)The asymmetric effect of bitc…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…The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)The impact of institutional trading on stock prices (1992)Extreme Correlation of International Equity Markets (2001)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Cross-country effects in herding behaviour: Evidence from four south European markets (2011)Investor herding behaviour of Chinese stock market (2013)Herding on fundamental information: A comparative study (2014)A test for independence based on the correlation dimension (1996)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)On the inefficiency of Bitcoin (2016)Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)Herd Behavior and Investment (1988)A Simple Model of Herd Behavior (1992)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)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Correlations in Price Changes and Volatility across International Stock Markets (1990)Dynamic Conditional Correlation (2002)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)Stock Prices and Social Dynamics (1984)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Capital Market Equilibrium with Restricted Borrowing (1972)Foreign Speculators and Emerging Equity Markets (2000)Herding behavior in Chinese stock markets: An examination of A and B shares (2007)
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References

  • 1992ARCH modeling in finance4,288 cited
  • 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin1,386 cited
  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,342 cited
  • 2016The Inefficiency of Bitcoin1,292 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
  • 2017Volatility estimation for Bitcoin: A comparison of GARCH models1,095 cited
  • 2010An empirical analysis of herd behavior in global stock markets880 cited
  • 2013BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era859 cited
  • 2017RETRACTED: Datestamping the Bitcoin and Ethereum bubbles655 cited
  • 2018Herding behaviour in cryptocurrencies536 cited
  • 2005Does herding behavior exist in Chinese stock markets?409 cited
  • 2018Co-explosivity in the cryptocurrency market369 cited
  • 2018Liquidity and market efficiency in cryptocurrencies360 cited
  • 2004Analysis of intraday herding behavior among the sector ETFs

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291 cited
  • 2018Semi-strong efficiency of Bitcoin259 cited
  • Cited by

    • 2021Investor attention in cryptocurrency markets139 cited
    • 2022Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets.136 cited
    • 2020What Drives Herding Behavior in the Cryptocurrency Market?86 cited
    • 2020Uncertainty and herding behavior: evidence from cryptocurrencies85 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
    • 2022Speculative bubbles and herding in cryptocurrencies78 cited
    • 2021Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets76 cited
    • 2020The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model68 cited
    • 2021Cryptocurrencies’ Price Crash Risk and Crisis Sentiment67 cited
    • 2022Herding behavior in the cryptocurrency market during COVID-19 pandemic: The role of media coverage62 cited
    • 2020Empirical investigation of herding in cryptocurrency market under different market regimes56 cited
    • 2023The dynamics of market efficiency of major cryptocurrencies54 cited
    • 2022Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic53 cited
    • 2023Investment decisions determinants in the GCC cryptocurrency market: a behavioural finance perspective53 cited
    • 2021A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets52 cited