Results 131 to 140 of about 70,587 (266)
Can We Stabilize the Price of a Cryptocurrency?: Understanding the Design of Bitcoin and Its Potential to Compete with Central Bank Money [PDF]
, 2014 Mitsuru Iwamura +3 more
openalex +1 more source
Disagreement and returns: The case of cryptocurrencies
Financial Management, EarlyView.Abstract We present the first evidence of investor‐trading‐based disagreement's influence on cross‐sectional cryptocurrency daily returns. We interpret abnormal trading volume as investor disagreement and find evidence in support of Miller's disagreement model: when short‐sale constraints are binding, high abnormal volume (high disagreement) assets ...
Jon A. Garfinkel +2 more
wiley +1 more source
Price dynamics and volatility jumps in bitcoin options
Financial InnovationIn the FinTech era, we contribute to the literature by studying the pricing of Bitcoin options, which is timely and important given that both Nasdaq and the CME Group have started to launch a variety of Bitcoin derivatives.
Kuo Shing Chen, J. Jimmy Yang
doaj +1 more source
Persistence and Market Timing Ability of Cryptocurrency Funds
Financial Management, EarlyView.ABSTRACT Growth in cryptocurrency funds has followed the wider expansion of the cryptocurrency sector. In this paper, we study the performance persistence and market timing ability of cryptocurrency fund managers. We show that cryptocurrency funds produce remarkable levels of abnormal returns.
Thomas Conlon +2 more
wiley +1 more source
Determinants of trust in Bitcoin: Literature review and results of a survey study
Telematics and Informatics ReportsThe rise of Bitcoin, a decentralized digital currency built on blockchain technology, marks the onset of a novel era in financial transactions and has generated substantial interest among academics and industry professionals.
René Riedl +2 more
doaj
The feasibility study of the production of Bitcoin with geothermal energy: Case study
Energy Science & EngineeringIn this paper, a multigeneration cycle of electricity, cooling, and Bitcoin whose energy source is geothermal, has been subjected to energy, exergy, and economic analyses.
M. A. Ehyaei +4 more
doaj +1 more source
Return trajectory and the forecastability of bitcoin returns
Financial Review, Volume 60, Issue 2, Page 509-539, May 2025.Abstract This paper tests the extent to which the ability to correctly predict subsequent bitcoin (BTC) return signs is dependent upon historic BTC return trajectories. Using topological data analysis ball mapper (TDABM), we demonstrate that the performance of random forest and logit regression models varies according to return trajectory.
Simon Rudkin +2 more
wiley +1 more source
Emotions and stock returns during the GameStop bubble
Financial Review, EarlyView.Abstract We examine the relationship between investors’ emotions and GameStop (GME) stock returns during the price bubble of January–February 2021. Analyzing eight basic emotions (anger, anticipation, disgust, fear, joy, sadness, surprise, and trust) from Plutchik's (1980) Wheel of Emotions, we use textual analysis of Reddit posts to find that fear ...
Adrian Fernandez‐Perez +2 more
wiley +1 more source
Money and Credit Coexistence, Excess Capacity, and the Size of Monetary Aggregates
Journal of Money, Credit and Banking, Volume 57, Issue 2-3, Page 477-513, March-April 2025.Abstract This paper develops a model where money is demanded in excess of spending needs. As a result, money coexists with large availabilities of credit and the model explains the levels of monetary aggregates held in modern economies via the endogenous creation of inside money. At the heart of the model, there is a search friction in the goods market,
ALESSANDRO MENNUNI
wiley +1 more source