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Testing for herding in the cryptocurrency market

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Published in 2020 at "Finance Research Letters"

DOI: 10.1016/j.frl.2019.06.008

Abstract: Abstract The study investigates whether herding behavior is present in the rapidly emerging cryptocurrency market. By analyzing daily data from major cryptocurrencies during the period August 2015 to December 2018, we find evidence that investors… read more here.

Keywords: finance; herding cryptocurrency; testing herding; market ... See more keywords