Herding Behavior and Liquidity in the Cryptocurrency Market
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Publication:5057293
DOI10.1142/S0217595921400212zbMATH Open1505.91417OpenAlexW3169161218MaRDI QIDQ5057293FDOQ5057293
Authors: Sonia Arsi, Khaled Guesmi, Elie Bouri 
Publication date: 16 December 2022
Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0217595921400212
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Cites Work
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
- Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin
- Return and volatility spillovers among cryptocurrencies
- The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction
- Herding and feedback trading in cryptocurrency markets
- Cryptocurrency liquidity during extreme price movements: is there a problem with virtual money?
Cited In (10)
- COVID-19, lockdowns and herding towards a cryptocurrency market-specific implied volatility index
- The great crypto crash in September 2018: why did the cryptocurrency market collapse?
- Cryptocurrency liquidity during extreme price movements: is there a problem with virtual money?
- Cross-listings of blockchain-based tokens issued through initial coin offerings: do liquidity and specific cryptocurrency exchanges matter?
- Unveiling the relation between herding and liquidity with trader lead-lag networks
- Herding and feedback trading in cryptocurrency markets
- Price delay and market frictions in cryptocurrency markets
- Herding behavior from loss aversion effect in the stock exchange of Thailand
- Investor attention and cryptocurrency market liquidity: a double-edged sword
- Assessing the resiliency of investors against cryptocurrency market crashes through the leverage effect
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