[HTML][HTML] FTX's downfall and Binance's consolidation: The fragility of centralised digital finance
This paper investigates the causes and the consequences of the FTX digital currency
exchange's failure in November 2022. Analysing on-chain data, we report that FTX heavily …
exchange's failure in November 2022. Analysing on-chain data, we report that FTX heavily …
[HTML][HTML] Volatility and returns connectedness in cryptocurrency markets: Insights from graph-based methods
We employ graph-based methods to examine the connectedness between cryptocurrencies
of different market caps over time. By applying denoising and detrending techniques …
of different market caps over time. By applying denoising and detrending techniques …
Cryptotrade: A reflective llm-based agent to guide zero-shot cryptocurrency trading
Abstract The utilization of Large Language Models (LLMs) in financial trading has primarily
been concentrated within the stock market, aiding in economic and financial decisions. Yet …
been concentrated within the stock market, aiding in economic and financial decisions. Yet …
Fractal properties, information theory, and market efficiency
Considering that both the entropy-based market information and the Hurst exponent are
useful tools for determining whether the efficient market hypothesis holds for a given asset …
useful tools for determining whether the efficient market hypothesis holds for a given asset …
[HTML][HTML] An exploration of the mathematical structure and behavioural biases of 21st century financial crises
In this paper we contrast the dynamics of the 2022 Ukraine invasion financial crisis with
notable financial crises of the 21st century—the dot-com bubble, global financial crisis and …
notable financial crises of the 21st century—the dot-com bubble, global financial crisis and …
Correlations versus noise in the NFT market
The non-fungible token (NFT) market emerges as a recent trading innovation leveraging
blockchain technology, mirroring the dynamics of the cryptocurrency market. The current …
blockchain technology, mirroring the dynamics of the cryptocurrency market. The current …
Cryptocurrency trading, day trading, and gambling behavior: examining the moderating effects of financially focused self-concept and gambling motives
Cryptocurrency and day trading have grown in popularity over the past decade following the
creation of the first cryptocurrency, Bitcoin, in 2009. These activities share important features …
creation of the first cryptocurrency, Bitcoin, in 2009. These activities share important features …
[PDF][PDF] Ethereum 2.0 Hard Fork: Consensus Change and Market Efficiency
J Ahn, E Yi, M Kim - The Journal of The British Blockchain …, 2024 - jbba.scholasticahq.com
This study investigates the impact of consensus mechanism changes on cryptocurrency
markets within the framework of the efficient market hypothesis, focusing on Ethereum's …
markets within the framework of the efficient market hypothesis, focusing on Ethereum's …
Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components
This paper investigates the temporal patterns of activity in the cryptocurrency market with a
focus on Bitcoin, Ethereum, Dogecoin, and WINkLink from January 2020 to December 2022 …
focus on Bitcoin, Ethereum, Dogecoin, and WINkLink from January 2020 to December 2022 …
Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach
P Bhattacherjee, S Mishra, SH Kang - The Quarterly Review of Economics …, 2025 - Elsevier
The study examines the extreme time-frequency connectedness among 12 major
cryptocurrencies for the period from February 26, 2018, to February 6, 2024. We employ the …
cryptocurrencies for the period from February 26, 2018, to February 6, 2024. We employ the …