Why cryptocurrency markets are inefficient : the impact of liquidity and volatility
Khamis Hamed Al-Yahyaee, Walid Mensi, Hee-Un Ko, Seong-Min Yoon, Sang Hoon Kang
| Year of publication: |
2020
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|---|---|
| Authors: | Al-Yahyaee, Khamis Hamed ; Mensi, Walid ; Ko, Hee-Un ; Yoon, Seong-min ; Kang, Sang Hoon |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 52.2020, p. 1-14
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| Subject: | Cryptocurrency | Efficiency | Long-memory | MF-DFA | Quantile regression approach | Virtuelle Währung | Virtual currency | Volatilität | Volatility | Effizienzmarkthypothese | Efficient market hypothesis | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Liquidität | Liquidity | Effizienz |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2020.101168 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012654953