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 …

This paper surveys the academic literature concerning the formation of pricing bubbles in
digital currency markets. Studies indicate that several bubble phases have taken place in …

This paper examines return and volatility connectedness between Bitcoin, traditional
financial assets (Crude Oil, Gold, Stocks, Bonds, and the United States Dollar-USD), and …

This paper provides a systematic review of the empirical literature based on the major topics
that have been associated with the market for cryptocurrencies since their development as a …

This paper adds to the growing literature of Bitcoin by examining the link between investor
attention and Bitcoin returns, trading volume and realized volatility. Unlike previous studies …

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 …

In this study, we employ a TVP-FAVAR connectedness approach in order to investigate the
transmission mechanism in the cryptocurrency market. To this end, we concentrate on the …

We show that the level of market-efficiency in the five largest cryptocurrencies is highly time-
varying. Specifically, before 2017, cryptocurrency-markets are mostly inefficient. This …

This study evaluates the adaptive market hypothesis (AMH) and evolving return
predictability in bitcoin market. We use two robust methods in a rolling-window framework to …

Using daily data from August 9, 2015, to July 7, 2020, this study examines the effects of
economic policy uncertainty (EPU) on the returns of four cryptocurrencies: Bitcoin, Ethereum …