Results 171 to 180 of about 1,792 (206)

Herding Behavior and Liquidity in the Cryptocurrency Market

Asia-Pacific Journal of Operational Research, 2021
In view of explosive trends and excessive trades in the cryptocurrency markets, this paper contributes to the existing literature by bringing in the limelight the effect of liquidity on the herding behavior in the cryptocurrency market. Results from a first applied herding model including contemporaneous and lagged squared market returns demonstrated ...
Sonia Arsi, Khaled Guesmi, Elie Bouri
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MAX momentum in cryptocurrency markets

International Review of Financial Analysis, 2020
This paper studies the MAX effect, the relationship between maximum daily returns and future returns in the cryptocurrency market. The cryptocurrency market is an ideal setting for the MAX effect due to its lottery-like features (i.e., large positive skewness).
Yi Li, Andrew Urquhart, Pengfei Wang, Wei Zhang   +3 more
openaire   +1 more source

The Market for Cryptocurrencies

SSRN Electronic Journal, 2014
Although it is sometimes considered one of a kind, or a first-mover monopolist in the market for cryptocurrencies, Bitcoin is surrounded by effective competitors. Between March 2013 and December 2014, while the market capitalization of Bitcoin grew four-fold, the market cap of other cryptocurrencies (“altcoins”) in the aggregate grew twelve-fold ...
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Arbitrage in the Market for Cryptocurrencies

SSRN Electronic Journal, 2020
Recent literature has documented substantial arbitrage opportunities in markets for cryptocurrencies. Given these rather surprising findings, we re-examine the exchange rates of four cryptocurrencies on 21 exchanges with data from October 2018 to June 2019.
Tommy Crépelière, Stefan Zeisberger
openaire   +1 more source

Are Cryptocurrency Markets, Efficient Markets?

SSRN Electronic Journal, 2020
This paper examines the market efficiency of three key cryptocurrency markets namely: Bitcoin, Ethereum and Monero, before and during the COVID-19 pandemic. This research makes use of a Durbin-Watson test and a non-parametric runs test to test for weak-form efficiency, and two comprehensive event studies to test for semi-strong form and strong form ...
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Regulation Spillovers across Cryptocurrency Markets

SSRN Electronic Journal, 2019
Abstract Several countries have already introduced restrictions on trading of cryptocurrencies, and many more are evaluating whether to follow suit. We document an unprecedented drop in trading volume on the Chinese cryptocurrency market after a recent regulatory change by the Chinese authorities that severely restricted bitcoin trading.
Nicola Borri, Kirill Shaknov
openaire   +4 more sources

Prediction of Cryptocurrency Market

2023
Rares Chelmus, Daniela Gîfu, Adrian Iftene   +2 more
openaire   +2 more sources

Blockchain & cryptocurrencies: marketing strategies

2020
H τεχνολογία Blockchain έχει προχωρήσει ως λύση στην παγκόσμια κρίση εμπιστοσύνης. Πράγματι, οι μοναδικές δυνατότητες του Blockchain, ορισμένοι υποστηρίζουν, παρακάμπτουν την ανάγκη εμπιστοσύνης, γι 'αυτό και μερικές φορές ονομάζεται τεχνολογία «χωρίς εμπιστοσύνη». Αντ 'αυτού, προσφέρει έναν νέο τρόπο αντικατάστασης των πληροφοριών που δεν έχει κάποιος
openaire   +2 more sources

Cryptocurrency Market Volatility Forecasting

Proceedings of the 2023 6th International Conference on Computers in Management and Business, 2023
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Cryptocurrencies and stock market fluctuations

Economics Letters, 2023
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