Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Reviews Review Faculty Publications- Reviews Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Multifractal analysis of volatility for detection of herding and bubble: Evidence from CNX Nifty HFT Subject The topic of the resource Econophysics; Generalized Hurst exponent; Multifractal detrended fluctuation analysis Description An account of the resource This study delves into the herding and bubble detection in the volatility domain of a capital market underlying. Furthermore, it focuses on creating heuristics, so that common investors find it relatively easy to understand the state of the market volatility. Hence, it can be termed that this study is focused on the specific financial innovation regarding bubble and herding detection coupled with investor awareness. The traces of possible volatility bubble emerge when it is positioned against its own lags (both lag1 and lag2). The volatility trigger indicated clear traces of herding and an embedded parabola function. Continuous and repetitive parabola function hinted at a subtle presence of "fractals". Firstly, the detrended fluctuation analysis has been used with its multifractal variant. Secondly, the regularized form of Hurst calculation and analysis have been used. Both tests reveal the traces of nascent bubble formation owing to prominent herding in CNX Nifty HFT environment. They also indicate a clear link with Hausdorff topological patterns. These patterns would help to create heuristics, enabling investors to be aware of possible bubble and herd situations. Bikramaditya Ghosh, Emira Kozarevic, 2019. Creator An entity primarily responsible for making the resource Ghosh B.; Kozarevic E. Source A related resource from which the described resource is derived Investment Management and Financial Innovations, Vol-16, No. 3, pp. 182-193. Publisher An entity responsible for making the resource available LLC CPC Business Perspectives Date A point or period of time associated with an event in the lifecycle of the resource 2019-01-01 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.21511/imfi.16(3).2019.17" target="_blank" rel="noreferrer noopener">https://doi.org/10.21511/imfi.16(3).2019.17</a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85072130501&amp;doi=10.21511%2Fimfi.16%283%29.2019.17&amp;partnerID=40&amp;md5=f60da887996d3e97be90853764d8f670" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85072130501&amp;doi=10.21511%2fimfi.16%283%29.2019.17&amp;partnerID=40&amp;md5=f60da887996d3e97be90853764d8f670</a> Rights Information about rights held in and over the resource All Open Access; Gold Open Access Relation A related resource ISSN: 18104967 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Review Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Ghosh B., Department of Finance, Christ Institute of Management, Christ University, India; Kozarevic E., Department of Finance and Financial Policy, University of Tuzla, Bosnia and Herzegovina