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 study contributes to the unconsolidated cryptocurrency literature, with a systematic
literature review focused on cryptocurrency market microstructure. We searched Web of …

In this study, we examine the asymmetric efficiency of cryptocurrencies using 1-hour data of
Bitcoin, Ethereum, Litecoin, and Ripple. In doing so, we utilize the asymmetric multifractal …

The exponential growth of Fintech innovation has increased the interest in cryptocurrency
market informational efficiency given that cryptocurrencies and their underlying blockchain …

In this paper I document a positive relation between the volatility of liquidity and expected
returns. Specifically, I analyze the relationship between the idiosyncratic volatility of market …

Cryptocurrency price forecasting is attracting considerable interest due to its crucial decision
support role in investment strategies. Large fluctuations in non-stationary cryptocurrency …

Academic research relies heavily on exogenous drivers to improve the forecasting accuracy
of Bitcoin volatility. The present study provides additional insight into the role of both …

Bitcoin being a safe-haven asset is one of the traditional stories in the cryptocurrency
community. However, during its existence and relevant presence, ie, approximately since …

Most previous studies on the market efficiency of cryptocurrencies consider time evolution
but do not provide insights into the potential driving factors. This study addresses this …

We examine the dynamics of liquidity connectedness in the cryptocurrency market. We use
the connectedness models of Diebold and Yilmaz (Int J Forecast 28 (1): 57–66, 2012) and …