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,...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
AIMS Press
2022-06-01
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Series: | Quantitative Finance and Economics |
Subjects: | |
Online Access: | https://www.aimspress.com/article/doi/10.3934/QFE.2022014?viewType=HTML |