Caporale, Guglielmo Maria; Kang, Woo-Young; Spagnolo, Fabio - 2020
This paper provides some comprehensive evidence on the effects of cyber-attacks on the returns, realized volatility and … trading volume of five of the main cryptocurrencies (Bitcoin, Ethereum, Litecoin, XRP and Stellar) in 99 developed and … the US cyber security firms tend to overreact to cyberattacks affecting cryptocurrencies and more wealth is spent on cyber …