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Herding in the crypto market: a diagnosis of heavy distribution tails
16 references·6 citing·45 second hopsampled
Herding in the crypto market: a diagnosis of heavy distribution tails (2021)Herding in the crypto market: a diagnosis…The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)The contagion effects of the …Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe (2020)Infected Markets: Novel Coron…Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Are cryptocurrencies a safe h…Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? (2018)Volatility connectedness in t…Persistence in the cryptocurrency market (2018)Persistence in the cryptocurr…Herding behaviour in cryptocurrencies (2018)Herding behaviour in cryptocu…Asymmetric Volatility in Cryptocurrencies (2018)Asymmetric Volatility in Cryp…Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…Negative bubbles and shocks in cryptocurrency markets (2016)Negative bubbles and shocks i…Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Speculative bubbles in Bitcoi…Dating the timeline of financial bubbles during the subprime crisis (2011)Dating the timeline of financ…Herding behavior in Chinese stock markets: An examination of A and B shares (2007)Herding behavior in Chinese s…Market stress and herding (2004)Market stress and herdingAn 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 …Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Dynamic interlinkages between cryptocurrencies, NFTs, and DeFis and optimal portfolio investment strategies (2023)Dynamic interlinkages between…Can diversification be improved by using cryptocurrencies? Evidence from Indian equity market (2023)Can diversification be improv…Herding Behavior in Developed, Emerging, and Frontier European Stock Markets during COVID-19 Pandemic (2022)Herding Behavior in Developed…Energy-conserving cryptocurrency response during the COVID-19 pandemic and amid the Russia–Ukraine conflict (2022)Energy-conserving cryptocurre…Efficiency and herding analysis in gold-backed cryptocurrencies (2022)Efficiency and herding analys…Do birds of a feather flock together? Evidence from time-varying herding behaviour of bitcoin and foreign exchange majors during Covid-19 (2022)Do birds of a feather flock t…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Herd Behavior and Investment (1988)The impact of institutional trading on stock prices (1992)Mutual Fund Herding and the Impact on Stock Prices (1999)Cross-country effects in herding behaviour: Evidence from four south European markets (2011)Investor herding behaviour of Chinese stock market (2013)The Influence of Behavioral Factors in Making Investment Decisions and Performance: Study on Investors of Colombo Stock Exchange, Sri Lanka (2014)On the psychology of prediction. (1973)A Simple Model of Herd Behavior (1992)Common risk factors in the returns on stocks and bonds (1993)Cryptocurrency trading: a comprehensive survey (2022)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)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)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)An empirical analysis of herd behavior in global stock markets (2010)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)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Generalized autoregressive conditional heteroskedasticity (1986)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)On Persistence in Mutual Fund Performance (1997)COVID-19 and stock market volatility: An industry level analysis (2020)Deaths, Panic, Lockdowns and US Equity Markets: The Case of COVID-19 Pandemic (2020)The economics of COVID-19 pandemic: A survey (2021)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Measuring Economic Policy Uncertainty* (2016)Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis (2020)Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19 (2020)Static and Dynamic Connectedness Between NFTs, Defi and Other Assets: Portfolio Implication (2021)Capital Market Equilibrium with Restricted Borrowing (1972)Foreign Speculators and Emerging Equity Markets (2000)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 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
  • 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
  • 2020The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies880 cited
  • 2004Market stress and herding682 cited
  • 2007Herding behavior in Chinese stock markets: An examination of A and B shares646 cited
  • 2020Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe631 cited
  • 2020Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic603 cited
  • 2011Dating the timeline of financial bubbles during the subprime crisis586 cited
  • 2018Herding behaviour in cryptocurrencies536 cited
  • 2016Negative bubbles and shocks in cryptocurrency markets508 cited
  • 2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?

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436 cited
  • 2018Asymmetric Volatility in Cryptocurrencies372 cited
  • 2018Persistence in the cryptocurrency market305 cited
  • Cited by

    • 2022Herding Behavior in Developed, Emerging, and Frontier European Stock Markets during COVID-19 Pandemic38 cited
    • 2022Energy-conserving cryptocurrency response during the COVID-19 pandemic and amid the Russia–Ukraine conflict36 cited
    • 2023Dynamic interlinkages between cryptocurrencies, NFTs, and DeFis and optimal portfolio investment strategies30 cited
    • 2022Efficiency and herding analysis in gold-backed cryptocurrencies27 cited
    • 2023Can diversification be improved by using cryptocurrencies? Evidence from Indian equity market27 cited
    • 2022Do birds of a feather flock together? Evidence from time-varying herding behaviour of bitcoin and foreign exchange majors during Covid-1926 cited