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Intraday Return Predictability in the Cryptocurrency Markets : Momentum, Reversal, or Both
Wen, Zhuzhu; Bouri, Elie; Xu, Yahua; Zhao, Yang - 2022
the cryptocurrency market. Using high-frequency price data on Bitcoin from March 3, 2013, to May 31, 2020, it shows that … release, liquidity levels, and the outbreak of the COVID-19. Intraday return predictability is also found in other actively …
Persistent link: https://www.econbiz.de/10013289927
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Sustainable versus conventional cryptocurrencies in the face of cryptocurrency uncertainty indices : an analysis across time and scales
UI Haq, Inzamam; Bouri, Elie - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-16
? This paper examines co-movements between conventional (Bitcoin, Ethereum, Binance Coin, Tether) and sustainable (Cardano …
Persistent link: https://www.econbiz.de/10013471441
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Liquidity spillovers between cryptocurrency and foreign exchange markets
Nekhili, Ramzi; Sultan, Jahangir; Bouri, Elie - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014485287
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On the return-volatility relationship in the Bitcoin market around the price crash of 2013
Bouri, Elie; Azzi, Georges; Dyhrberg, Anne Haubo - 2016
The authors examine the relation between price returns and volatility changes in the Bitcoin market using a daily … relation in the Bitcoin market. They test if there is a difference in the return-volatility relation before and after the price … volatility more than negative shocks. This inverted asymmetric reaction of Bitcoin to positive and negative shocks is contrary to …
Persistent link: https://www.econbiz.de/10011539994
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Long memory and structural breaks of cryptocurrencies trading volume
Ahmed, Mohamed Shaker; Bouri, Elie - In: Eurasian economic review : a journal in applied … 13 (2023) 3/4, pp. 469-497
Persistent link: https://www.econbiz.de/10014451988
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Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie; Jalkh, Naji - In: International review of financial analysis 90 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
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Spillovers between green and dirty cryptocurrencies and socially responsible investments around the war in Ukraine
Patel, Ritesh Jayantibhai; Kumar, Sanjeev; Bouri, Elie; … - In: International review of economics & finance : IREF 87 (2023), pp. 143-162
Persistent link: https://www.econbiz.de/10014471815
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FTX Collapse and systemic risk spillovers from FTX Token to major cryptocurrencies
Bouri, Elie; Kamal, Elham; Kinateder, Harald - In: Finance research letters 56 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014473652
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Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach
Zhang, Yue-jun; Bouri, Elie; Gupta, Rangan; Ma, Shu-Jiao - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012667384
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Volatility connectedness of major cryptocurrencies : the role of investor happiness
Bouri, Elie; Gabauer, David; Gupta, Rangan; Tiwari, … - In: Journal of behavioral and experimental finance 30 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012814541