Herding on Fundamental/Nonfundamental Information During the COVID-19 Outbreak and Cyber-Attacks: Evidence From the Cryptocurrency Market - 521285893.pdf
core.ac.uk
The rational asset pricing model suggests that β1 should be positive and β2 should be 0. However, Chang et al.’s (2000) model indicates the existence of herding in the market if β2 is negatively significant.
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- The rational asset pricing model suggests that β1 should be positive and β2 should be 0. However, Chang et al.’s (2000) model indicates the existence of herding in the market if β2 is negatively significant.
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