On the topology of cryptocurrency markets
Year of publication: |
2023
|
---|---|
Authors: | Rudkin, Simon ; Qiu, Wanling ; Dłotko, Paweł |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 89.2023, p. 1-16
|
Subject: | Market efficiency | Cryptocurrency returns | Persistence norms | Topological data analysis | Volatility | Virtuelle Währung | Virtual currency | Volatilität | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | Finanzmarkt | Financial market |
-
Calendar anomalies and market volatility in selected cryptocurrencies
Naz, Farah, (2023)
-
Market efficiency and volatility within and across cryptocurrency benchmark indexes
Koutsoupakis, Dimitrios, (2022)
-
Celeste, Valerio, (2020)
- More ...
-
An economic topology of the Brexit vote
Rudkin, Simon, (2024)
-
Information content of sustainability index recomposition : a synthetic portfolio approach
Qiu, Wanling, (2023)
-
Mispricing, returns and the quest for parsimony
Qiu, Wanling, (2020)
- More ...