Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/270102 
Year of Publication: 
2021
Citation: 
[Journal:] Cogent Economics & Finance [ISSN:] 2332-2039 [Volume:] 9 [Issue:] 1 [Article No.:] 1933681 [Year:] 2021 [Pages:] 1-14
Publisher: 
Taylor & Francis, Abingdon
Abstract: 
The letter examines herding in the most liquid cryptocurrency markets relative to traditional financial markets of 10 emerging economies within the G20. Our results reference significant symmetric crowd and imitation trading, which are dependent on time. Additionally, we report asymmetric herd behaviour in the cryptocurrency and stock markets, indicative that traders of these markets react collectively to extreme return movement with implied high risk and consequences for market informational efficiency.
Subjects: 
g20
cryptocurrency
emerging markets
Herding
JEL: 
C22
G10
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by Logo
Document Type: 
Article

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