Herding Behavior and Liquidity in the Cryptocurrency Market

DOI10.1142/S0217595921400212zbMath1505.91417OpenAlexW3169161218MaRDI QIDQ5057293

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

zbMATH Keywords

liquidityherding behaviorbitcoincryptocurrencies

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Uses Software

• quantilogram

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
• Herding and feedback trading in cryptocurrency markets
• Cryptocurrency liquidity during extreme price movements: is there a problem with virtual money?
• The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction

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