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The effectiveness of technical trading rules in cryptocurrency markets

Corbet, Shaen; Eraslan, Veysel; Lucey, Brian M.; … - In: Finance research letters 31 (2019), pp. 32-37

Persistent link: https://www.econbiz.de/10012421035

Can Cryptocurrencies Provide a Viable Hedging Mechanism for Benchmark Index Investors?

Kyriazis, Nikolaos; Papadamou, Stephanos; Tzeremes, … - 2022

This paper investigates the non-linear causal nexus at lower, medium, and upper quantiles that cryptocurrencies can generate as a hedging mechanism for international benchmark indices, as represented by the MSCI World index and its sectoral sub-indices. Significant causality-in-mean between each...

Persistent link: https://www.econbiz.de/10013289765

Time Varying Risk Aversion and Its Connectedness : Evidence From Cryptocurrencies

Corbet, Shaen; Hou, Greg; Hu, Yang; Oxley, Les - 2022

-cyclical, process. However, research in this area has not considered the effects of the rapidly developing cryptocurrency markets. Given … cryptocurrency markets, as well as between cryptocurrencies and traditional financial assets. Bitcoin is identified as a leading … traditional financial markets is found to play a dominant role in the spillover processes upon the cryptocurrency cluster. The …

Persistent link: https://www.econbiz.de/10014236179

The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19

Kyriazēs, Nikos K.; Papadamou, Stephanos; Tzeremes, … - In: The quarterly review of economics and finance : journal … 89 (2023), pp. 307-317

Persistent link: https://www.econbiz.de/10014429852

Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets

Papadamou, Stephanos; Kyriazis, Nikolaos A.; Tzeremes, … - In: Journal of behavioral and experimental finance 30 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012814565

The Effectiveness of Technical Trading Rules in Cryptocurrency Markets

Corbet, Shaen - 2019

We analyse various technical trading rules in the form of the moving average-oscillator and trading range break-out strategies to specifically test resistance and support levels and their trading performance using high-frequency Bitcoin returns. Overall, our results provide significant support...

Persistent link: https://www.econbiz.de/10012862884

What drives DeFi prices? : investigating the effects of investor attention

Corbet, Shaen; Goodell, John W.; Günay, Samet - In: Finance research letters 48 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10013461741

Investor sentiment, unexpected inflation, and Bitcoin basis risk

Conlon, Thomas; Corbet, Shaen; Oxley, Les - In: The journal of futures markets 44 (2024) 11, pp. 1807-1831

Persistent link: https://www.econbiz.de/10015110733

The influence of central bank monetary policy announcements on cryptocurrency return volatility

Corbet, Shaen; McHugh, Grace; Meegan, Andrew - In: Investment management and financial innovations 14 (2017) 4, pp. 60-72

Persistent link: https://www.econbiz.de/10011876256

Inflation and cryptocurrencies revisited : A time-scale analysis

Conlon, Thomas; Corbet, Shaen; McGee, Richard J. - In: Economics letters 206 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012887006