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Herding intensity and volatility in cryptocurrency markets during the COVID-19 · Study

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ArticleHerding intensity and volatility in cryptocurrency markets during the COVID-19

Pınar Evrim Mandaci2021

OA

Articlegreen2021

Herding intensity and volatility in cryptocurrency markets during the COVID-19

Pınar Evrim Mandaci · Efe Çağlar Çağlı

84 citations·0/0 files stored·Finance research letters

No readable copy stored yet — this record is metadata only.

Financial Risk and Volatility Modeling Financial Markets and Investment Strategies COVID-19 Pandemic Impacts

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 84 citations exist upstream.

References

1980The Extreme Value Method for Estimating the Variance of the Rate of Return 2016On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets 2000An examination of herd behavior in equity markets: An international perspective 1995Following the Pied Piper: Do Individual Returns Herd around the Market?1995Herd Behaviour, Bubbles and Crashes 1997Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks 2012The flexible Fourier form and Dickey–Fuller type unit root tests

Cited by

2023Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets 2022Speculative bubbles and herding in cryptocurrencies 2022Investor sentiment and Bitcoin relationship: A quantile-based analysis 2022Herding behavior in the cryptocurrency market during COVID-19 pandemic: The role of media coverage 2023The dynamics of market efficiency of major cryptocurrencies 2022Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic 2022Behavioural finance and cryptocurrencies 2024Cryptocurrency volatility: A review, synthesis, and research agenda

Details

Year2021

Typearticle

Published2021-08-17

VenueFinance research letters

ISSN-L1544-6123

Languageen

Citations84

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/j.frl.2021.102382

openalex_workW3193445462

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