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Speculative bubbles and herding in cryptocurrencies
16 references·8 citing·38 second hop
Speculative bubbles and herding in cryptocurrencies (2022)Speculative bubbles and herding in crypto…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…Predicting the Present with Google Trends (2012)Predicting the Present with G…In Search of Attention (2011)In Search of AttentionNo Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Herd Behavior in Financial Markets (2000)Herd Behavior in Financial Ma…An examination of herd behavior in equity markets: An international perspective (2000)An examination of herd behavi…Rational herding in financial economics (1996)Rational herding in financial…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…A Simple Model of Herd Behavior (1992)A Simple Model of Herd Behavi…Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Loss Aversion in Riskless Cho…Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…Stock Prices and Social Dynamics (1984)Stock Prices and Social Dynam…On the Estimation of Security Price Volatilities from Historical Data (1980)On the Estimation of Security…Portfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Selection: Efficien…Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network (2024)Volatility contagion between …Detecting and date-stamping bubbles in fan tokens (2024)Detecting and date-stamping b…Cross-market volatility dynamics in crypto and traditional financial instruments: quantifying the spillover effect (2024)Cross-market volatility dynam…Co-Bubble transmission across clean and dirty Cryptocurrencies: Network and portfolio analysis (2024)Co-Bubble transmission across…What is going on with studies on financial speculation? Evidence from a bibliometric analysis (2023)What is going on with studies…The Efficiency of Value-at-Risk Models during Extreme Market Stress in Cryptocurrencies (2023)The Efficiency of Value-at-Ri…Model Framework for Consumer Protection and Crypto-Exchanges Regulation (2023)Model Framework for Consumer …Intelligent design: stablecoins (in)stability and collateral during market turbulence (2023)Intelligent design: stablecoi…Asset returns and inflation (1977)Stock Returns and the Term Structure (1985)Noise (1986)Predicting returns in the stock and bond markets (1986)Good Day Sunshine: Stock Returns and the Weather (2003)Expected Stock Returns and Variance Risk Premia (2009)Prospect theory: An analysis of decision under risk (1988)Status quo bias in decision making (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)A Theory of Fairness, Competition, and Cooperation (1999)Time Discounting and Time Preference: A Critical Review (2002)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)The theory and practice of econometrics (1986)Liquidity Risk and Expected Stock Returns (2003)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Investor Psychology and Security Market Under‐ and Overreactions (1998)The General Theory of Employment, Interest and Money. (1936)Network externalities, competition, and compatibility (1985)Standardization, Compatibility, and Innovation (1985)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Investor Psychology and Asset Pricing (2001)Using Online Conversations to Study Word-of-Mouth Communication (2004)Editor's Choice Digesting Anomalies: An Investment ApproachCommon risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Asset pricing with liquidity risk (2005)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Attention to Global Warming (2019)Multifactor Explanations of Asset Pricing Anomalies (1996)Big data in tourism research: A literature review (2018)Text as Data (2019)Extreme Correlation of International Equity Markets (2001)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)
this work references cited by second hop

References

  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1992A Simple Model of Herd Behavior6,511 cited
  • 1991Loss Aversion in Riskless Choice: A Reference-Dependent Model6,428 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 1962Portfolio Selection: Efficient Diversification of Investments.3,621 cited
  • 2011In Search of Attention3,088 cited
  • 2012Predicting the Present with Google Trends2,353 cited
  • 1984Stock Prices and Social Dynamics1,615 cited
  • 1980On the Estimation of Security Price Volatilities from Historical Data1,538 cited
  • 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin1,386 cited
  • 2016The Inefficiency of Bitcoin1,292 cited
  • 2000An examination of herd behavior in equity markets: An international perspective1,288 cited
  • 1996Rational herding in financial economics1,272 cited

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2000
Herd Behavior in Financial Markets
1,232 cited

Cited by

  • 2023Intelligent design: stablecoins (in)stability and collateral during market turbulence51 cited
  • 2024Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network38 cited
  • 2023What is going on with studies on financial speculation? Evidence from a bibliometric analysis29 cited
  • 2024Co-Bubble transmission across clean and dirty Cryptocurrencies: Network and portfolio analysis24 cited
  • 2024Detecting and date-stamping bubbles in fan tokens21 cited
  • 2024Cross-market volatility dynamics in crypto and traditional financial instruments: quantifying the spillover effect20 cited
  • 2023The Efficiency of Value-at-Risk Models during Extreme Market Stress in Cryptocurrencies20 cited
  • 2023Model Framework for Consumer Protection and Crypto-Exchanges Regulation12 cited