Absolute value of the trade imbalance | Cascade trading (%) | Herd behavior (%) | Contrarian behavior (%) |
0 1 2 3 ≥4 | 5.8 18.5 42.7 54.3 62.5 |
5.7 16.1 23.9 21.9 |
12.9 26.6 30.4 40.6 |