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Persistence in the cryptocurrency market
Caporale, Guglielmo Maria; Gil-Alaña, Luis A.; … - In: Research in international business and finance 46 (2018), pp. 141-148
Persistent link: https://www.econbiz.de/10011983590
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High frequency momentum trading with cryptocurrencies
Chu, Jeffrey; Chan, Stephen; Zhang, Yuanyuan - In: Research in international business and finance 52 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012548438
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The fair value of a token : how do markets price cryptocurrencies?
Nadler, Philip; Guo, Yike - In: Research in international business and finance 52 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012548565
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Pricing efficiency and arbitrage in the bitcoin spot and futures markets
Lee, Seungho; El Meslmani, Nabil; Switzer, Lorne N. - In: Research in international business and finance 53 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012549026
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Correlations among cryptocurrencies : evidence from multivariate factor stochastic volatility model
Shi, Yongjing; Tiwari, Aviral Kumar; Gozgor, Giray; Lu, Zhou - In: Research in international business and finance 53 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012549821
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Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests?
Wang, Gang-Jin; Ma, Xin-yu; Wu, Hao-yu - In: Research in international business and finance 54 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012549844
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Is idiosyncratic volatility priced in cryptocurrency markets?
Zhang, Wei; Li, Yi - In: Research in international business and finance 54 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012550051
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A systematic review of the bubble dynamics of cryptocurrency prices
Kyriazēs, Nikos K.; Papadamou, Stephanos; Corbet, Shaen - In: Research in international business and finance 54 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012550222
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Are cryptocurrencies a safe haven for equity markets? : an international perspective from the COVID-19 pandemic
Conlon, Thomas; Corbet, Shaen; McGee, Richard J. - In: Research in international business and finance 54 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012581329
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Uncertainty and herding behavior : evidence from cryptocurrencies
Coskun, Esra Alp; Lau, Chi Keung; Kahyaoglu, Hakan - In: Research in international business and finance 54 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012581355