Results 71 to 80 of about 55,395 (322)
Abstract Retrieving a set of 143 cryptocurrencies for a sample spanning 2014–2018, we investigate the popular momentum strategy implemented in the cryptocurrency market. Contrary to earlier studies our findings do not indicate any evidence of significant momentum payoffs, supporting the view that the cryptocurrency market is far more efficient than ...
Sapkota, Niranjan, Grobys, Klaus
openaire +4 more sources
This paper presents a novel Multi‐Distance Spatial‐Temporal Graph Neural Network for detecting anomalies in blockchain transactions. The model combines multi‐distance graph convolutions with adaptive temporal modeling to capture complex patterns in anonymized cryptocurrency networks.
Shiyang Chen+4 more
wiley +1 more source
Matters of concern and engaged research
Abstract This paper argues that repeated concerns about the nature of academic accounting research should be taken seriously. It proposes engaged research as a means of deepening our social license. Anchored in the argument of Chua and Fiedler (2022), engaged research is characterised as follows.
Wai Fong Chua
wiley +1 more source
Although the 2022 cryptocurrency market crash prompted despair among investors, the rallying cry, “wagmi” (We’re all gonna make it.) emerged among cryptocurrency enthusiasts in the aftermath.
Michael Cary
doaj +1 more source
We have established that a relatively new market of cryptocurrency is the subject of great interest for research under the current conditions of financial innovations in payment services.
O. V. Perchuk+2 more
doaj +1 more source
CoinWatch: A Clone-Based Approach For Detecting Vulnerabilities in Cryptocurrencies [PDF]
Cryptocurrencies have become very popular in recent years. Thousands of new cryptocurrencies have emerged, proposing new and novel techniques that improve on Bitcoin's core innovation of the blockchain data structure and consensus mechanism. However, cryptocurrencies are a major target for cyber-attacks, as they can be sold on exchanges anonymously and
arxiv
Early Warning Signals for Cryptocurrency Market States [PDF]
Being archetypal complex systems, financial markets exhibit rich set of dynamics in their interactions. In this paper, we focus on the recently evolved cryptocurrency market as an example of a complex system and analyse the evolution of cross correlation structure of cryptocurrencies in the 5 year period from 2017 to 2022.
arxiv
Cryptocurrency: History, Advantages, Disadvantages, and the Future [PDF]
Cryptocurrency is a digital asset that has seen a large amount of attention within the past five years. Its origin is intriguing to some based upon its newness, yet it has invoked mysticism and skepticism in others.
Rice, Mitchell
core +1 more source
ABSTRACT This study examined how Bitcoin, energy prices, and geopolitical risk interact by examining the first four moments (mean, variance, skewness, and kurtosis) of their return distributions by using wavelet analysis. The findings reveal that the co‐movement patterns of energy index, geopolitical risk index, and Bitcoin prices are time and ...
Pooja Kumari+4 more
wiley +1 more source
Investor base and idiosyncratic volatility of cryptocurrencies [PDF]
This paper investigates how changes in investor base is related to idiosyncratic volatility in cryptocurrency markets. For each cryptocurrency, we set change in its subreddit followers as a proxy for the change in its investor base, and find out that the latter can significantly increase cryptocurrencies idiosyncratic volatility.
arxiv