Results 31 to 40 of about 3,126,053 (251)
Adverse Selection in Cryptocurrency Markets
SSRN Electronic Journal, 2022 AbstractIn this article we investigate the influence that information asymmetry may have on future volatility, liquidity, market toxicity, and returns within cryptocurrency markets. We use the adverse‐selection component of the effective spread as a proxy for overall information asymmetry. Using order and trade data from the Bitfinex exchange, we first
Tiniç, Murat +4 more
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Investigating the Market Linkages between Cryptocurrencies and Conventional Assets
Emerging Markets Journal, 2022 Many investors include cryptocurrencies as potential investment tools in their portfolios. Previous studies have mostly analyzed Bitcoin regarding its hedge and safe haven features.
Melih Sefa Yavuz +2 more
doaj +1 more source
CAAI Transactions on Intelligence Technology, EarlyView., 2023 Abstract This research focuses on addressing the privacy issues in healthcare advancement monitoring with the rapid establishment of the decentralised communication system in the Internet of Medical Things (IoMT). An integrated blockchain homomorphic encryption standard with an in‐build supervised learning‐based smart contract is designed to improvise ...
Chandramohan Dhasarathan +7 more
wiley +1 more source
On the evolution of cryptocurrency market efficiency [PDF]
Applied Economics Letters, 2020 This study examines whether the efficiency of cryptocurrency markets (Bitcoin and Ethereum) evolve over time based on Lo's (2004) adaptive market hypothesis (AMH). In particular, we measure the degree of market efficiency using a generalized least squares-based time-varying model that does not depend on sample size, unlike previous studies that used ...
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Quantifying Endogeneity of Cryptocurrency Markets [PDF]
SSRN Electronic Journal, 2019 We construct a ‘reflexivity’ index to measure the activity generated endogenously within a market for cryptocurrencies. For this purpose, we fit a univariate self-exciting Hawkes process with two classes of parametric kernels to high-frequency trading data.
Mark, Michael +2 more
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Convergence in cryptocurrency prices? The role of market microstructure [PDF]
, 2020 Do we observe convergence between cryptocurrencies over time? This study explores this question with eight major cryptocurrencies in circulation and posits a framework to evaluate whether shifts in their market microstructures drive convergence.
Apergis, Nicholas +2 more
core +1 more source
AUTOMATED CRYPTOCURRENCIES PRICES PREDICTION USING MACHINE LEARNING
ICTACT Journal on Soft Computing, 2018 Currently, Cryptocurrency is one of the trending areas of research among researchers. Many researchers may analyze the cryptocurrency features in several ways such as market price prediction, the impact of cryptocurrency in real life and so on.
Ruchi Mittal +2 more
doaj +1 more source
Market Maturity of Cryptocurrency Platform
, 2023 The purpose of this study is to explore the market maturity of cryptocurrency trading platforms based on the information transmission perspective of financial market price volatility.
Ke, Tsung-han;Huang, Hung-chun;Shih, Hsin-yu
core +1 more source
Baltic Journal of Economic Studies, 2019 The international experience of various countries of the world in the implementation, usage, and economic and legal status of cryptocurrency is compared in this research.
Olena Bondarenko +2 more
doaj +1 more source
Trading and Arbitrage in Cryptocurrency Markets [PDF]
SSRN Electronic Journal, 2018 Abstract Cryptocurrency markets exhibit periods of large, recurrent arbitrage opportunities across exchanges. These price deviations are much larger across than within countries, and smaller between cryptocurrencies, highlighting the importance of capital controls for the movement of arbitrage capital.
Makarov, Igor, Schoar, Antoinette
openaire +3 more sources