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Influence of Investors' Sentiment on Bitcoin Returns [PDF]

Journal of Asset Management and Financing
While cryptocurrency trading is often based on various analyses and strategies, studies show that a significant portion of traders make decisions driven by emotions.
Mahdieh Rezagholizadeh, Mohammad Abdi Seyyedkolaee, Zahra Mohseni Kolagar   +2 more
doaj   +1 more source

Inferring short-term volatility indicators from Bitcoin blockchain [PDF]

, 2018
In this paper, we study the possibility of inferring early warning indicators (EWIs) for periods of extreme bitcoin price volatility using features obtained from Bitcoin daily transaction graphs.
A ElBahrawy, D Garcia, D Kondor, D Kondor, D Yermack, I Eyal, I Meilijson, I Vodenska, J Donier, J Suykens, K-K Kleineberg, L Kristoufek, M Möser, P Glasserman, RH Keshavan, X Huang, X Huang, Y Sakamoto, YB Kim   +18 more
core   +1 more source

Some stylized facts of the Bitcoin market [PDF]

, 2017
In recent years a new type of tradable assets appeared, generically known as cryptocurrencies. Among them, the most widespread is Bitcoin. Given its novelty, this paper investigates some statistical properties of the Bitcoin market.
Bariviera, Aurelio F., Basgall, María José, Hasperué, Waldo, Naiouf, Marcelo   +3 more
core   +3 more sources

Dynamic Linkage between Bitcoin and Traditional Financial Assets: A Comparative Analysis of Different Time Frequencies

Entropy, 2022
This study employs the ADCC-GARCH approach to investigate the dynamic correlation between bitcoin and 14 major financial assets in different time-frequency dimensions over the period 2013–2021, for which the risk diversification, hedging and safe-haven ...
Panpan Wang, Xiaoxing Liu, Sixu Wu
doaj   +1 more source

What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis [PDF]

, 2014
Bitcoin has emerged as a fascinating phenomenon of the financial markets. Without any central authority issuing the currency, it has been associated with controversy ever since its popularity and public interest reached high levels.
Kristoufek, Ladislav
core   +5 more sources

Forecasting Bitcoin price direction with random forests: How important are interest rates, inflation, and market volatility?

Machine Learning with Applications, 2022
Bitcoin has grown in popularity and has now attracted the attention of individual and institutional investors. Accurate Bitcoin price direction forecasts are important for determining the trend in Bitcoin prices and asset allocation. This paper addresses
Syed Abul Basher, Perry Sadorsky
doaj   +1 more source

Is bitcoin a safe haven or a hedging asset? Evidence from China

Journal of Management Science and Engineering, 2019
Based on daily data about Bitcoin and six other major financial assets (stocks, commodity futures (commodities), gold, foreign exchange (FX), monetary assets, and bonds) in China from 2013 to 2017, we use a VAR-GARCH-BEKK model to investigate mean and ...
Gangjin Wang, Yanping Tang, Chi Xie, Shou Chen   +3 more
doaj   +1 more source

Benchmarking Bitcoin Adoption in Canada: Awareness, Ownership and Usage in 2018

Ledger, 2020
The Bank of Canada commissioned the Bitcoin Omnibus Survey in 2016 to monitor trends in the adoption and use of Bitcoin and other cryptoassets. This report presents findings from the latest iteration of the survey, which was conducted in 2018.
Kim Huynh, Christopher Henry, Gradon Nicholls, Mitchell Nicholson   +3 more
doaj   +1 more source

Detecting Roles of Money Laundering in Bitcoin Mixing Transactions: A Goal Modeling and Mining Framework

Frontiers in Physics, 2021
Cryptocurrency has become a new venue for money laundering. Bitcoin mixing services deliberately obfuscate the relationship between senders and recipients, making it difficult to trace suspicious money flow.
Mingdong Liu, Hu Chen, Jiaqi Yan
doaj   +1 more source

The Miner's Dilemma [PDF]

, 2014
An open distributed system can be secured by requiring participants to present proof of work and rewarding them for participation. The Bitcoin digital currency introduced this mechanism, which is adopted by almost all contemporary digital currencies and ...
Eyal, Ittay
core   +2 more sources