{"id":"https://openalex.org/W2885041992","doi":"https://doi.org/10.1142/s2010495218500069","title":"HERDING IN CRYPTO-CURRENCY MARKETS","display_name":"HERDING IN CRYPTO-CURRENCY MARKETS","publication_year":2018,"publication_date":"2018-06-01","ids":{"openalex":"https://openalex.org/W2885041992","doi":"https://doi.org/10.1142/s2010495218500069","mag":"2885041992"},"language":"en","primary_location":{"id":"doi:10.1142/s2010495218500069","doi":"https://doi.org/10.1142/s2010495218500069","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s2010495218500069","pdf_url":null,"source":{"id":"https://openalex.org/S2764777187","display_name":"Annals of Financial Economics","issn_l":"2010-4952","issn":["2010-4952","2010-4960"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","jufo-1","poland-20","russia-white-list-2"],"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Financial Economics","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5033199520","display_name":"Taufeeq Ajaz","orcid":"https://orcid.org/0000-0001-5286-7755","observed_orcids":["https://orcid.org/0000-0001-5286-7755"]},"institutions":[{"id":"https://openalex.org/I59179055","display_name":"Shri Mata Vaishno Devi University","ror":"https://ror.org/036x6w630","country_code":"IN","type":"education","lineage":["https://openalex.org/I59179055"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"TAUFEEQ AJAZ","raw_affiliation_strings":["SMVD University, Katra 182320, Jammu &amp; Kashmir, India"],"raw_orcid":"https://orcid.org/0000-0001-5286-7755","affiliations":[{"raw_affiliation_string":"SMVD University, Katra 182320, Jammu &amp; Kashmir, India","institution_ids":["https://openalex.org/I59179055"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5079577986","display_name":"Anoop  S. Kumar","orcid":"https://orcid.org/0000-0002-0060-4897","observed_orcids":["https://orcid.org/0000-0002-0060-4897"]},"institutions":[{"id":"https://openalex.org/I59179055","display_name":"Shri Mata Vaishno Devi University","ror":"https://ror.org/036x6w630","country_code":"IN","type":"education","lineage":["https://openalex.org/I59179055"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"ANOOP S. KUMAR","raw_affiliation_strings":["SMVD University, Katra 182320, Jammu &amp; Kashmir, India"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"SMVD University, Katra 182320, Jammu &amp; Kashmir, India","institution_ids":["https://openalex.org/I59179055"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I59179055"],"apc_list":null,"apc_paid":null,"fwci":4.2998,"has_fulltext":false,"cited_by_count":43,"citation_normalized_percentile":{"value":0.94399825,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"13","issue":"02","first_page":"1850006","last_page":"1850006"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9848999977111816,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9848999977111816,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.00989999994635582,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11995","display_name":"FinTech, Crowdfunding, Digital Finance","score":0.0017999999690800905,"subfield":{"id":"https://openalex.org/subfields/1404","display_name":"Management Information Systems"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/herding-behavior","display_name":"herding behavior","score":0.925000011920929},{"id":"https://openalex.org/keywords/cryptocurrency-market","display_name":"cryptocurrency market","score":0.9800000190734863},{"id":"https://openalex.org/keywords/market-volatility","display_name":"market volatility","score":0.4519999921321869},{"id":"https://openalex.org/keywords/market-activity","display_name":"market activity","score":0.5559999942779541},{"id":"https://openalex.org/keywords/daily-returns","display_name":"daily returns","score":0.42800000309944153}],"concepts":[{"id":"https://openalex.org/C177605951","wikidata":"https://www.wikidata.org/wiki/Q1484503","display_name":"Herding","level":2,"score":0.8690899610519409},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.773259162902832},{"id":"https://openalex.org/C102235558","wikidata":"https://www.wikidata.org/wiki/Q1609678","display_name":"Herd behavior","level":3,"score":0.6770339608192444},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6079195737838745},{"id":"https://openalex.org/C141121606","wikidata":"https://www.wikidata.org/wiki/Q8142","display_name":"Currency","level":2,"score":0.5881995558738708},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.5373756885528564},{"id":"https://openalex.org/C180706569","wikidata":"https://www.wikidata.org/wiki/Q13479982","display_name":"Cryptocurrency","level":2,"score":0.48054295778274536},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.46391287446022034},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.4604547321796417},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.35370349884033203},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.09666737914085388},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.0},{"id":"https://openalex.org/C97137747","wikidata":"https://www.wikidata.org/wiki/Q38112","display_name":"Forestry","level":1,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1142/s2010495218500069","doi":"https://doi.org/10.1142/s2010495218500069","is_oa":false,"landing_page_url":"https://doi.org/10.1142/s2010495218500069","pdf_url":null,"source":{"id":"https://openalex.org/S2764777187","display_name":"Annals of Financial Economics","issn_l":"2010-4952","issn":["2010-4952","2010-4960"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","jufo-1","poland-20","russia-white-list-2"],"host_organization":"https://openalex.org/P4310319815","host_organization_name":"World Scientific","host_organization_lineage":["https://openalex.org/P4310319815"],"host_organization_lineage_names":["World Scientific"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Financial Economics","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:wsi:afexxx:v:13:y:2018:i:02:n:s2010495218500069","doi":null,"is_oa":false,"landing_page_url":"http://www.worldscientific.com/doi/abs/10.1142/S2010495218500069","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":39,"referenced_works":["https://openalex.org/W637564235","https://openalex.org/W1515246581","https://openalex.org/W1573257242","https://openalex.org/W1965898788","https://openalex.org/W1981463702","https://openalex.org/W1993443607","https://openalex.org/W2004599763","https://openalex.org/W2023345279","https://openalex.org/W2034874274","https://openalex.org/W2041854950","https://openalex.org/W2042442456","https://openalex.org/W2047803175","https://openalex.org/W2049300401","https://openalex.org/W2057285392","https://openalex.org/W2061647521","https://openalex.org/W2064392635","https://openalex.org/W2088614566","https://openalex.org/W2089440099","https://openalex.org/W2095907808","https://openalex.org/W2095996041","https://openalex.org/W2125527319","https://openalex.org/W2140950724","https://openalex.org/W2145501956","https://openalex.org/W2160382913","https://openalex.org/W2180736400","https://openalex.org/W2278936033","https://openalex.org/W2523675164","https://openalex.org/W2539680302","https://openalex.org/W2560314556","https://openalex.org/W2561675875","https://openalex.org/W2739219737","https://openalex.org/W2739994394","https://openalex.org/W3122000667","https://openalex.org/W3123299411","https://openalex.org/W3124023934","https://openalex.org/W3125348180","https://openalex.org/W3125754252","https://openalex.org/W3126001324","https://openalex.org/W4213183334"],"related_works":["https://openalex.org/W4392313105","https://openalex.org/W7110789310","https://openalex.org/W2994071715","https://openalex.org/W3117792869","https://openalex.org/W4280592208","https://openalex.org/W6939074268","https://openalex.org/W3009099698","https://openalex.org/W2893000001","https://openalex.org/W3187201845","https://openalex.org/W6989526635"],"abstract_inverted_index":{"We":[0],"test":[1],"for":[2,26],"herding":[3,36,73],"in":[4],"crypto-currency":[5],"markets":[6],"using":[7],"the":[8,27,82],"CSAD":[9],"method":[10],"of":[11,18,35],"Chang":[12],"et":[13],"al.":[14],"(2000).":[15],"Daily":[16],"returns":[17],"6":[19],"major":[20],"crypto-currencies":[21],"and":[22,39,42,44,54,60],"market":[23,41,56,83,87],"index":[24],"CCI30":[25],"period":[28],"07-08-2015":[29],"t0":[30],"18-01-2018":[31],"is":[32,47,50,64,76],"used.":[33],"Possibility":[34],"under":[37,52],"up":[38,53],"down":[40,55],"high":[43],"low":[45],"volatility":[46,63],"tested.":[48],"Herding":[49,75],"found":[51,65,77],"activity,":[57],"indicating":[58],"over-enthusiasm":[59],"over-reaction.":[61],"Market":[62],"not":[66],"to":[67,78],"have":[68],"any":[69],"significant":[70],"impact":[71],"on":[72],"behavior.":[74],"be":[79],"dependent":[80],"upon":[81],"activity":[84],"rather":[85],"than":[86],"volatility.":[88]},"counts_by_year":[{"year":2026,"cited_by_count":4},{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":6},{"year":2023,"cited_by_count":7},{"year":2022,"cited_by_count":10},{"year":2021,"cited_by_count":5},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":4},{"year":2018,"cited_by_count":1}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2018-08-22T00:00:00"}
