Article
Investors’ mood and herd investing: a quantile-on-quantile regression explanation from ...
Finance Research Letters
(2021)
Ghulame Rubbaniy, Kienpin Tee, Perihan Iren and Sonia Abdennadher
This study uses daily data of 382 cryptocurrencies and a quantile-on-quantile regression (QQR) framework developed by Sim and Zhou (2015), ...