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Herding and feedback trading in cryptocurrency markets
This paper examines the extent to which herding and feedback trading behaviors drive price dynamics across nine major cryptocurrencies. Using sample price data from bitcoin, ethereum, XRP, bitcoin cash, EOS, litecoin, stellar, cardano and IOTA, respectively, we document heterogeneity in the types of...
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| Publicado no: | Ann Oper Res |
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| Main Authors: | , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Springer US
2021
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7805263/ https://ncbi.nlm.nih.gov/pubmed/33462519 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s10479-020-03874-4 |
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