Due to the investment and diversification potential, cryptocurrencies are considered to be
attractive for both sophisticated and amateur investors. However, the high levels of electricity …

Abstract Non Fungible Tokens (NFT) and Decentralized Finance (DeFi) assets have seen a
growing media coverage and garnered considerable investor traction despite being …

The crude oil market plays a vital role in the world economy. However, due to the noisy
characteristics of the market and the complex and non-stationary nature of the asset series …

This paper reports evidence of intraday return predictability, consisting of both intraday
momentum and reversal, in the cryptocurrency market. Using high-frequency price data on …

Because there is a discrepancy between how individual investors and investment
institutions choose Bitcoin and its new derivatives and Exchange-Traded Funds (ETFs), this …

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 …

In this study, the Log-Periodic Power Law Singularity (LPPLS) model is adopted for real-time
identification and monitoring of Bitcoin bubbles and crashes using different time scale data …

The impacts of COVID‐19 have spread rapidly to global financial markets. In this context,
combining the spillover index method introduced by Diebold and Yilmaz (2012) and the …

The rapid growth and expanding applications of cryptocurrencies are the main factors that
have led them to be considered potential assets to investment portfolios. However, the fierce …

Cryptocurrencies play a pivotal role in the financial market. Given this, we perform the
asymmetric multifractal cross-correlation analysis to examine the weak form of the Efficient …