[HTML][HTML] Anticipatory gains and event-driven losses in blockchain-based fan tokens: Evidence from the FIFA World Cup

A Saggu, L Ante, E Demir - Research in International Business and …, 2024 - Elsevier
National football teams increasingly issue tradeable blockchain-based fan tokens to
strategically enhance fan engagement. This study investigates the impact of 2022 World …

Time-varying bidirectional causal relationships between transaction fees and economic activity of subsystems utilizing the ethereum blockchain network

L Ante, A Saggu - Journal of Risk and Financial Management, 2024 - mdpi.com
The Ethereum blockchain network enables transaction processing and smart-contract
execution through levies of transaction fees, commonly known as gas fees. This framework …

[HTML][HTML] From adoption to continuance: Stablecoins in cross-border remittances and the role of digital and financial literacy

L Ante - Telematics and Informatics, 2025 - Elsevier
We examine the adoption and continuance intentions of blockchain-based stablecoins for
cross-border remittances. Relying on survey data from 866 US-based adults engaged in …

The isotropy of cryptocurrency volatility

A Hairudin, A Mohamad - International Journal of Finance & …, 2024 - Wiley Online Library
We examine the fractal volatility and long‐range dependence of Bitcoin, Ethereum, Tether
and USD Coin by employing the continuous wavelet transform, maximal overlap discrete …

Forecasting Bitcoin Volatility through On-Chain and Whale-Alert Tweet Analysis using the Q-Learning Algorithm

M Azamjon, O Sattarov, J Cho - IEEE Access, 2023 - ieeexplore.ieee.org
As the adoption of cryptocurrencies, especially Bitcoin (BTC) continues to rise in today's
digital economy, understanding their unpredictable nature becomes increasingly critical …

Forecasting Bitcoin volatility spikes from whale transactions and CryptoQuant data using Synthesizer Transformer models

D Herremans, KW Low - arxiv preprint arxiv:2211.08281, 2022 - arxiv.org
The cryptocurrency market is highly volatile compared to traditional financial markets.
Hence, forecasting its volatility is crucial for risk management. In this paper, we investigate …

Hedging role of stablecoins

Y Kakinuma - Intelligent Systems in Accounting, Finance and …, 2023 - Wiley Online Library
Wild price fluctuations of cryptocurrencies make it difficult for investors to maintain stable
asset values. This study investigates the hedging properties of US dollar (USD)‐pegged …

Quantum variational rewinding for time series anomaly detection

JS Baker, H Horowitz, SK Radha, S Fernandes… - arxiv preprint arxiv …, 2022 - arxiv.org
Electron dynamics, financial markets and nuclear fission reactors, though seemingly
unrelated, all produce observable characteristics evolving with time. Within this broad scope …

Event studies with intraday data

RR Bhattacharya - Available at SSRN 4341907, 2024 - papers.ssrn.com
Using intraday data from TAQ, TRACE, I/B/E/S, and Capital IQ, using daily data from CRSP,
Compustat, CRSP-Compustat Merged Database, and FRED, I find that, for all publicly traded …

Uncertain Regulations, Definite Impacts: The Impact of the US Securities and Exchange Commission's Regulatory Interventions on Crypto Assets

A Saggu, L Ante, K Kopiec - Finance Research Letters, 2025 - Elsevier
This study employs an event study methodology to investigate the market impact of the US
Securities and Exchange Commission's (SEC) classification of crypto assets as securities. It …