ListarECO_Articles por tema "Herding"
Mostrando ítems 1-2 de 2
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A note on institutional hierarchy and volatility in financial markets
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 ... -
Herding in the cryptocurrency market: CSSD and CSAD approaches
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 ...