[HTML][HTML] A systematic literature review of investor behavior in the cryptocurrency markets

J Almeida, TC Gonçalves - Journal of Behavioral and Experimental …, 2023 - Elsevier
This review aims to analyze and synthesize the literature produced so far on investor
behavior in the cryptocurrency market. We use VOSviewer 1.6. 17 software to perform a …

Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis

AF Bariviera, I Merediz‐Solà - Journal of Economic Surveys, 2021 - Wiley Online Library
This survey develops a dual analysis, consisting, first, in a bibliometric examination and,
second, in a close literature review of all the scientific production around cryptocurrencies …

Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis

R Khalfaoui, G Gozgor, JW Goodell - Finance Research Letters, 2023 - Elsevier
Cryptocurrency values have recently fallen substantially. Why? We examine the impact of
attention on the Russia-Ukraine War, proxied by Google Trends, on cryptocurrencies (and …

NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic

DY Aharon, E Demir - Finance Research Letters, 2022 - Elsevier
In this paper, we analyze the connectedness between returns for non-fungible tokens (NFTs)
and other financial assets (equities, bonds, currencies, gold, oil, Ethereum) during the period …

A comparative analysis between FinTech and traditional stock markets: using Russia and Ukraine war data

F Hasan, M Al-Okaily, T Choudhury… - Electronic Commerce …, 2024 - Springer
In this paper, we extend the current literature by seeking answers to two questions:(1)
were/are traditional stock markets or FinTech markets more volatile during the Russia …

A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets

Z Umar, M Gubareva - Journal of Behavioral and Experimental Finance, 2020 - Elsevier
We apply wavelet analyses to examine the impact of the Covid-19 fueled panic on the
volatility of major fiat and cryptocurrency markets during January–May, 2020. There is high …

Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness

M Billah, S Karim, MA Naeem, SA Vigne - Research in International …, 2022 - Elsevier
Using the quantile connectedness approach for the median, lower, and upper quantiles, we
examine the return and volatility connectedness between energy and BRIC markets from …

What can explain the price, volatility and trading volume of Bitcoin?

HA Aalborg, P Molnár, JE de Vries - Finance Research Letters, 2019 - Elsevier
We study which variables can explain and predict the return, volatility and trading volume of
Bitcoin. The considered variables are return, volatility, trading volume, transaction volume …

The role of bitcoin in well diversified portfolios: A comparative global study

A Kajtazi, A Moro - International Review of Financial Analysis, 2019 - Elsevier
This research explores the effects of adding bitcoin to an optimal portfolio (naïve, long-only,
semi-constrained with and without bitcoin shorting) by relying on the mean-CVaR approach …

Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors

L Charfeddine, N Benlagha, Y Maouchi - Economic Modelling, 2020 - Elsevier
Cryptocurrencies are gradually establishing themselves as a new class of assets with
unique features, although there remains skepticism and a lack of understanding of their …