摘要：Research has shown that behavioral anomalies affect investors' choices and decisions in the financial markets. One
such behavioral anomaly is feedback trading, a phenomenon wherein the investor uses past data to make future
decisions. Using Sentana and Wadhwani's (1992) methodology, the 50 most liquid digital currencies (with the most
extensive daily data reporting) were analyzed during the period 2013–2018. Results analysis suggests negative
feedback trading in Tether Dollar and positive feedback trading in Bitcoin, Ethereum, CassinoCoin and ECC.
