Herding in different states and terms: evidence from the cryptocurrency market

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dc.contributor.authorAli Syed Riaz Mahmood
dc.contributor.organizationfi=laskentatoimen ja rahoituksen laitos|en=Department of Accounting and Finance|
dc.contributor.organization-code2608100
dc.converis.publication-id175181717
dc.converis.urlhttps://research.utu.fi/converis/portal/Publication/175181717
dc.date.accessioned2022-10-27T12:11:51Z
dc.date.available2022-10-27T12:11:51Z
dc.description.abstract<p>In this paper, we provide an in-depth analysis of the herding nature in the cryptocurrency market. We use the first 200 crypto coins data ranked based on market capitalization on January 1, 2020, to show the analysis. We illustrate the crypto investors' herding nature and intensity in different terms (by using daily, weekly, and monthly frequency data) and various states (high vs. low EPU states and high vs. low VIX states). We also demonstrate the magnitude of the herding effect on the next day's market returns in the cryptocurrency market<br></p>
dc.identifier.eissn1479-179X
dc.identifier.jour-issn1470-8272
dc.identifier.olddbid173843
dc.identifier.oldhandle10024/156937
dc.identifier.urihttps://www.utupub.fi/handle/11111/33108
dc.identifier.urlhttps://doi.org/10.1057/s41260-022-00265-1
dc.identifier.urnURN:NBN:fi-fe2022081153798
dc.language.isoen
dc.okm.affiliatedauthorAli, Riaz
dc.okm.discipline511 Economicsen_GB
dc.okm.discipline511 Kansantaloustiedefi_FI
dc.okm.internationalcopublicationnot an international co-publication
dc.okm.internationalityInternational publication
dc.okm.typeA1 ScientificArticle
dc.publisherPalgrave Macmillan
dc.publisher.countryUnited Kingdomen_GB
dc.publisher.countryBritanniafi_FI
dc.publisher.country-codeGB
dc.relation.doi10.1057/s41260-022-00265-1
dc.relation.ispartofjournalJournal of Asset Management
dc.source.identifierhttps://www.utupub.fi/handle/10024/156937
dc.titleHerding in different states and terms: evidence from the cryptocurrency market
dc.year.issued2022

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