Mokni, Khaled; El Montasser, Ghassen; Ajmi, Ahdi Noomen - In: Financial innovation : FIN 10 (2024), pp. 1-25
largest cryptocurrencies, Bitcoin and Ethereum, and the factors that drive efciency. It uses daily data from August 7, 2016 … evidence of time variation in the levels of market (in)efciency for Bitcoin and Ethereum. Interestingly, the quantile …