Herd Behaviour in the Cryptocurrency Market: Fundamental vs. Spurious Herding
Description
This dataset is used for the research paper entitled ‘Herd behaviour in the cryptocurrency market: Fundamental vs. spurious herding’ and shall not be redistributed or used for commercial purposes unless permission is duly obtained in writing from the publisher and the authors. Feel free to use it for the purposes of academic interest and future research projects. When using or referring to the data set in publications, please cite the article as follows: Senarathne, C. W., & Jianguo, W. (2019), Herd Behaviour in the Cryptocurrency Market: Fundamental vs. Spurious Herding. You may also want to cite the data set as: Senarathne, C. W., & Jianguo, Wei. (2019). Herd Behaviour in the Cryptocurrency Market: Fundamental vs. Spurious Herding. Mendeley Data, V1, doi: 10.17632/k32dph9hjc.1 For a detailed description of the data, methodology and descriptive statistics, please refer the article published.
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Steps to reproduce
Please refer section 4 of the above article.