Artikel
Herding behaviour in cryptocurrency and emerging financial markets
The letter examines herding in the most liquid cryptocurrency markets relative to traditional financial markets of 10 emerging economies within the G20. Our results reference significant symmetric crowd and imitation trading, which are dependent on time. Additionally, we report asymmetric herd behaviour in the cryptocurrency and stock markets, indicative that traders of these markets react collectively to extreme return movement with implied high risk and consequences for market informational efficiency.
- Language
-
Englisch
- Bibliographic citation
-
Journal: Cogent Economics & Finance ; ISSN: 2332-2039 ; Volume: 9 ; Year: 2021 ; Issue: 1 ; Pages: 1-14
- Classification
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Wirtschaft
Single Equation Models; Single Variables: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
General Financial Markets: General (includes Measurement and Data)
Financial Institutions and Services: General
- Subject
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cryptocurrency
emerging markets
Herding
- Event
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Geistige Schöpfung
- (who)
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Omane-Adjepong, Maurice
Alagidede, Imhotep Paul
Lyimo, Anna Gustav
Tweneboah, George
- Event
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Veröffentlichung
- (who)
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Taylor & Francis
- (where)
-
Abingdon
- (when)
-
2021
- DOI
-
doi:10.1080/23322039.2021.1933681
- Handle
- Last update
-
10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Artikel
Associated
- Omane-Adjepong, Maurice
- Alagidede, Imhotep Paul
- Lyimo, Anna Gustav
- Tweneboah, George
- Taylor & Francis
Time of origin
- 2021
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