Cryptocurrency trading: a comprehensive survey
In recent years, the tendency of the number of financial institutions to include
cryptocurrencies in their portfolios has accelerated. Cryptocurrencies are the first pure digital …
cryptocurrencies in their portfolios has accelerated. Cryptocurrencies are the first pure digital …
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 …
second, in a close literature review of all the scientific production around cryptocurrencies …
Forecasting and trading cryptocurrencies with machine learning under changing market conditions
H Sebastião, P Godinho - Financial Innovation, 2021 - Springer
This study examines the predictability of three major cryptocurrencies—bitcoin, ethereum,
and litecoin—and the profitability of trading strategies devised upon machine learning …
and litecoin—and the profitability of trading strategies devised upon machine learning …
Cryptocurrencies and stock market indices. Are they related?
In this paper, we investigate the stochastic properties of six major cryptocurrencies and their
bilateral linkages with six stock market indices using fractional integration techniques. From …
bilateral linkages with six stock market indices using fractional integration techniques. From …
Determination of drivers for investing in cryptocurrencies through a fuzzy full consistency method-Bonferroni (FUCOM-F'B) framework
A Böyükaslan, F Ecer - Technology in society, 2021 - Elsevier
Cryptocurrencies have brought many innovations and discussions to economic life. Digital
assets, which are very popular by investors, are frequently used for many purposes such as …
assets, which are very popular by investors, are frequently used for many purposes such as …
Volatility in the cryptocurrency market
J Liu, A Serletis - Open Economies Review, 2019 - Springer
How do cryptocurrency prices evolve? Is there any interdependence among cryptocurrency
returns and/or volatilities? Are there any return spillovers and volatility spillovers between …
returns and/or volatilities? Are there any return spillovers and volatility spillovers between …
Does investor sentiment on social media provide robust information for Bitcoin returns predictability?
D Guégan, T Renault - Finance Research Letters, 2021 - Elsevier
We use a dataset of approximately one million messages sent on StockTwits to explore the
relationship between investor sentiment on social media and intraday Bitcoin returns. We …
relationship between investor sentiment on social media and intraday Bitcoin returns. We …
Multiresolution analysis and spillovers of major cryptocurrency markets
M Omane-Adjepong, IP Alagidede - Research in International Business and …, 2019 - Elsevier
The paper explores market coherencies and volatility causal linkages of seven leading
cryptocurrencies for a sample period from August 8, 2014 to February 2, 2018. Wavelet …
cryptocurrencies for a sample period from August 8, 2014 to February 2, 2018. Wavelet …
[HTML][HTML] Cyber-attacks, spillovers and contagion in the cryptocurrency markets
This paper examines mean and volatility spillovers between three major cryptocurrencies
(Bitcoin, Litecoin and Ethereum) and the role played by cyber-attacks. Specifically, trivariate …
(Bitcoin, Litecoin and Ethereum) and the role played by cyber-attacks. Specifically, trivariate …
The impact of transparent money flows: Effects of stablecoin transfers on the returns and trading volume of Bitcoin
Stablecoins are digital currencies that peg to non-volatile values, most commonly a fiat
currency. Unlike fiat currency, stablecoins are fully transparent—every transfer is recorded …
currency. Unlike fiat currency, stablecoins are fully transparent—every transfer is recorded …