The relationship between trading volume, volatility and returns of Non-Fungible Tokens : evidence from a quantile approach
Year of publication: |
2022
|
---|---|
Authors: | Yousaf, Imran ; Yarovaya, Larisa |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 50.2022, p. 1-11
|
Subject: | Cryptocurrency | NFT blockchains | Non-fungible tokens (NFTs) | Quantile spillovers | Trading volume | Handelsvolumen der Börse | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Börsenkurs | Share price |
-
Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume
Khuntia, Sashikanta, (2020)
-
Ampountolas, Apostolos, (2023)
-
High-frequency return and volatility spillovers among cryptocurrencies
Sensoy, Ahmet, (2022)
- More ...
-
Yousaf, Imran, (2022)
-
Yousaf, Imran, (2022)
-
Decentralized and Centralized Exchanges : Which Digital Tokens Pose a Greater Contagion Risk?
Yousaf, Imran, (2023)
- More ...