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

This is the first paper that explores lottery-like demand in cryptocurrency markets. Since
recent research provides evidence that cryptocurrency returns appear to be short-memory …

The present study aims to do a systematic review of the literature on cryptocurrency and
Shariah compliance. It also explores the Shariah compliance of the conventional …

The study of technical analysis in cryptocurrencies has largely ignored the implications of
often high transaction costs and bubble periods on trade rule performance. We study the …

It has long been known that estimating large empirical covariance matrices can lead to very
unstable solutions, with estimation errors more than offsetting the benefits of diversification …

The asset pricing literature documents a growing list of predictable patterns in the cross-
section of cryptocurrency returns. But can they be forged into viable trading profits? We …

This study aims to investigate the performance and behavior of fiat-and gold-backed
cryptocurrencies to support stakeholders through the preparation of a portfolio from 1 …

This paper explores whether asset market equilibria in cryptocurrency markets do exist. In
doing so, it distinguishes between privacy and non-privacy coins. Most recently, privacy …

Purpose Research on price extremes and overreactions as potential violations of market
efficiency has a long tradition in investment literature. Arguably, very few studies to date …

Using the Bollinger Bands trading strategy (BBTS), investors are advised to buy (and then
sell) Bitcoin and Ethereum spot prices in response to BBTS's oversold (overbought) signals …