cryptocurrencies, i.e. Bitcoin, Ethereum, Ripple and Litecoin. More than 1,000 GARCH models are fitted to the log returns of the …

cryptocurrencies, i.e. Bitcoin, Ethereum, Ripple and Litecoin. More than 1,000 GARCH models are fitted to the log returns of the …

This paper investigates the role of the frequency of price overreactions in the cryptocurrency market in the case of … BitCoin over the period 2013-2018. Specifically, it uses a static approach to detect overreactions and then carries out … Bitcoin price movements (H1) and (ii) exhibits seasonality (H2). On the whole, the results suggest that it can provide useful …

This paper examines persistence in the cryptocurrency market. Two different longmemory methods (R/S analysis and … fractional integration) are used to analyse it in the case of the four main cryptocurrencies (BitCoin, LiteCoin, Ripple, Dash … market inefficiency: trend trading strategies can be used to generate abnormal profits in the cryptocurrency market. …

This paper examines persistence in the cryptocurrency market. Two different long-memory methods (R/S analysis and … fractional integration) are used to analyse it in the case of the four main cryptocurrencies (BitCoin, LiteCoin, Ripple, Dash … market inefficiency: trend trading strategies can be used to generate abnormal profits in the cryptocurrency market. …

exception is BitCoin, for which returns on Mondays are significantly higher than those on the other days of the week. In this …

. The only exception is BitCoin, for which returns on Mondays are significantly higher than those on the other days of the …

This paper examines persistence in the cryptocurrency market. Two different longmemory methods (R/S analysis and … fractional integration) are used to analyse it in the case of the four main cryptocurrencies (BitCoin, LiteCoin, Ripple, Dash … market inefficiency: trend trading strategies can be used to generate abnormal profits in the cryptocurrency market …

This paper investigates the role of the frequency of price overreactions in the cryptocurrency market in the case of … BitCoin over the period 2013-2018. Specifically, it uses a static approach to detect overreactions and then carries out … Bitcoin price movements (H1) and (ii) exhibits seasonality (H2). On the whole, the results suggest that it can provide useful …

This paper examines price overreactions in the case of the following cryptocurrencies: BitCoin, LiteCoin, Ripple and … from the random ones. Therefore the overreactions detected in the cryptocurrency market do not give rise to exploitable …