This study contributes to the unconsolidated cryptocurrency literature, with a systematic
literature review focused on cryptocurrency market microstructure. We searched Web of …

The price forecasting of the digital currencies in the financial market is of great importance,
especially after the recent global economic crises. Due to the nonlinear dynamics, which is …

As the underlying technology of bitcoin, blockchain is expected to create a new economic
system by revolutionizing the way we communicate over the internet. Blockchain seeks to …

Through the application of Diagonal BEKK and Asymmetric Diagonal BEKK methodologies
to intra-day data for eight cryptocurrencies, this paper investigates not only conditional …

Stylized facts of returns and volatility are an important approximation tool for empirical
finance studies, especially in the area of young and new assets. In this paper, we examine …

Cryptocurrency price forecasting is attracting considerable interest due to its crucial decision
support role in investment strategies. Large fluctuations in non-stationary cryptocurrency …

Current literature on the hedge or safe haven property of cryptocurrency focuses exclusively
on a few number of the cryptocurrency. This paper gives a detailed observation by including …

As a form of cryptocurrency, the issue of informational efficiency of Bitcoin has received
much attention recently. We add to the literature by investigating nine forms of …

This paper investigates the adaptive market hypothesis (AMH) with respect to the high
frequency markets of the two largest cryptocurrencies—Bitcoin and Ethereum, versus the …

At present, cryptocurrencies have become a global phenomenon in financial sectors, as it is
one of the most traded financial instruments worldwide. Cryptocurrency is not only one of the …