Dynamic Market Behavior and Price Prediction in Cryptocurrency: An Analysis Based on Asymmetric Herding Effects and LSTM-Reference-Cited by-同舟云学术

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Dynamic Market Behavior and Price Prediction in Cryptocurrency: An Analysis Based on Asymmetric Herding Effects and LSTM

Published:2024-07-13 Issue: Volume: Page:
ISSN:0927-7099
Container-title:Computational Economics
language:en
Short-container-title:Comput Econ

Author:

Cao Guangxi,Ling Meijun,Wei Jingwen^ORCID,Chen Chen

Funder

Major Project of Philosophy and Social Science Research in Colleges and Universities of Jiangsu Province

National Science Foundation

National Marine Important Charity Special Foundation of China, State Oceanic Administration

Publisher

Springer Science and Business Media LLC

Link

https://link.springer.com/content/pdf/10.1007/s10614-024-10676-4.pdf

Reference47 articles.

1. Bekiros, S., Jlassi, M., Luceeyb, B., et al. (2017). Herding behavior, market sentiment and volatility: Will the bubble resume? [J]. The North American Journal of Economics and Finance, 42, 107–131.

2. Bialek, J. (2012). Proposition of a General Formula for Price Indices [J]. Communications in Statistics, 41(5), 943–952.

3. Bouri, E., Gupta, R., & Roubaud, D. (2019). Herding behaviour in cryptocurrencies [J]. Finance Research Letters, 29, 47–61.

4. Carhart, M. M. (1997). On persistence in mutual fund performance [J]. The Journal of Finance, 52(1), 57–82.

5. Chang, E. C., Cheng, J. W., & Khorana, A. (2000). An examination of herd behavior in equity markets: An international perspective [J]. Journal of Banking & Finance, 24(10), 1651–1679.

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