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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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Shranjeno v:
Bibliografske podrobnosti
izdano v:Ann Oper Res
Main Authors: King, Timothy, Koutmos, Dimitrios
Format: Artigo
Jezik:Inglês
Izdano: Springer US 2021
Teme:
Online dostop: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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