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Can Volume Predict Bitcoin Returns and Volatility? A Quantiles-Based Approach

Balcilar, Mehmet - 2017

Prior studies on the price formation in the Bitcoin market consider the role of Bitcoin transactions at the conditional mean of the returns distribution. This study employs in contrast a non-parametric causality-in-quantiles test to analyse the causal relation between trading volume and Bitcoin...

Persistent link: https://www.econbiz.de/10012960531

Bitcoin prices and the realized volatility of US sectoral stock returns

Bouri, Elie; Salisu, Afees A.; Gupta, Rangan - 2022

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Tail dependence in the return-volume of leading cryptocurrencies

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Trading volume and the predictability of return and volatility in the cryptocurrency market

Bouri, Elie; Lau, Chi Keung; Lucey, Brian M.; Roubaud, David - In: Finance research letters 29 (2019), pp. 340-346

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Bitcoin price-volume : a multifractal cross-correlation approach

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Can volume predict Bitcoin returns and volatility? : a quantiles-based approach

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Persistent link: https://www.econbiz.de/10011756479

Conditional quantiles and tail dependence in the volatilities of gold and silver

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Macroeconomics matter : leading economic indicators and the cross-section of global stock returns

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