Asymmetrical herding in cryptocurrency: Impact of COVID 19

Asymmetrical herding in cryptocurrency: Impact of COVID 19

This paper examines the evidence of herding in the revolutionary cryptocurrency market for the period from January 2017 to December 2020. The study employs quantile regression technique for investigating herd behaviour during market asymmetries of rising and falling returns, extreme market returns,...

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Bibliographic Details
Main Authors: Bharti, Ashish Kumar
Format: Article
Language:English
Published: AIMS Press 2022-06-01
Series:Quantitative Finance and Economics
Subjects:
cryptocurrency
herding behaviour
cross-sectional absolute deviation
market asymmetry
quantile regression
Online Access:https://www.aimspress.com/article/doi/10.3934/QFE.2022014?viewType=HTML

Internet

https://www.aimspress.com/article/doi/10.3934/QFE.2022014?viewType=HTML

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