Listar Departament: Economia por fuente "Finance Research Letters, online 22 September 2018"

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Herding in the cryptocurrency market: CSSD and CSAD approaches

Vidal-Tomás, David; Ibáñez Escribano, Ana María; Farinós, José Emilio Elsevier (2018-09-22)

We analyse the existence of herding in the cryptocurrency market through the cross-sectional standard (absolute) deviation of returns. Our results show that extreme dispersion of returns is explained by rational asset ...