ListarDepartament: Economia por tema "Herding"

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    • closedAccess   A note on institutional hierarchy and volatility in financial markets 

      Alfarano, Simone; Milakovic, Mishael; Raddant, Matthias Taylor & Francis (2011-01)
      From a statistical point of view, the prevalence of non-Gaussian distributions in financial returns and their volatilities shows that the Central Limit Theorem (CLT) often does not apply in financial markets. In this ...

    • closedAccess   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 ...