Results 111 to 120 of about 22,136 (206)
Scientific Annals of Economics and BusinessThis work aims to contribute to a deeper understanding of cryptocurrencies, which have emerged as a unique form within the financial market. While there are numerous cryptocurrencies available, most individuals are only familiar with Bitcoin.
Graciela Gomes +2 more
doaj +1 more source
A qualitative assessment of quantitative easing sentiment
Economic Inquiry, EarlyView.Abstract This mixed‐method study undertakes a comprehensive inquiry of the public discourse on social media surrounding quantitative easing (QE) across the US, the UK, and the European Union. Utilizing a unique tweet dataset, we reveal the sentiment polarity toward QE policy to be strongly negative, at 71.27%, with positive sentiment a mere 4.25 ...
Niamh Wylie, Martha O’Hagan‐Luff
wiley +1 more source
The essence of cryptocurrency and cryptocurrency pricing model.
ASEJ Scientific Journal of Bielsko-Biala School of Finance and Law, 2020 XXX
openaire +1 more source
Volatility ≠ Risk: When Timing Alpha in Crypto Markets Reflects Mispricing
Financial Review, EarlyView.ABSTRACT Volatility timing in cryptocurrency markets generates significant alpha, but only during periods of loose monetary policy and high uncertainty. Analyzing S&P crypto indices (2017–2023) dominated by large‐cap assets, we show realized volatility can reflect noise‐driven speculative flows, not risk compensation. This effect is strongest for small‐
Arben Kita, Yue Zhang
wiley +1 more source
, 2019 Cryptocurrencies are digital networks that use cryptography—code writing—to carry out transactions securely. The first cryptocurrency, Bitcoin, launched in 2009.
Galik, Emily +4 more
core +1 more source
The Ideology of Sovereign Money: How Bitcoin Harms Politics
Constellations, EarlyView.
Nanna Lilletvedt Sæten
wiley +1 more source
Firm Size and Momentum Returns: The Roles of Analyst Coverage and Herding Behavior
Financial Markets, Institutions &Instruments, EarlyView.ABSTRACT Momentum strategies have historically generated excess returns, but their effectiveness noticeably deteriorated in the post‐pandemic period, especially in 2022–23. In this paper, we explore how changes in investor attention during and after the COVID‐19 pandemic may have altered the performance of momentum strategies.
Yiyi Zhang, He He, Qian Guo, Jing Chen
wiley +1 more source
Inference via the Skewness‐Kurtosis Set
International Statistical Review, EarlyView.Summary Kurtosis minus squared skewness is bounded from below by 1, but for unimodal distributions, this parameter is bounded by 189/125. In some applications, it is natural to compare distributions by comparing their kurtosis‐minus‐squared‐skewness parameters. The asymptotic behavior of the empirical version of this parameter is studied here for i.i.d.
Chris A. J. Klaassen, Bert van Es
wiley +1 more source
Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function
International Statistical Review, EarlyView.Summary Goodness‐of‐fit tests are suggested for several popular jump‐diffusion processes. The suggested test statistics utilise the marginal characteristic function of the model and its L2‐type discrepancy from an empirical counterpart. Model parameters are estimated either by minimising the aforementioned L2‐type discrepancy or by maximum likelihood ...
Gerrit Lodewicus Grobler +3 more
wiley +1 more source
JCMS: Journal of Common Market Studies, EarlyView.Abstract The future of money is a crucial issue in the digital age, and the emergence of central bank digital currencies (CBDCs) is widely recognised as a transformative development. However, despite its significant implications for monetary sovereignty, regulatory governance and strategic autonomy, we know relatively little about the political ...
Sebastian Heidebrecht
wiley +1 more source