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Do social media sentiments drive cryptocurrency intraday price volatility? : new evidence from asymmetric TVP-VAR frequency connectedness measures
Long, Suwan; Chatziantoniou, Ioannis; Gabauer, David; … - In: The European journal of finance 30 (2024) 13, pp. 1470-1489
Persistent link: https://www.econbiz.de/10014636574
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Co-skewness, co-kurtosis and their implications on asset pricing of cryptocurrencies
Zsolt, Nagy Bálint; Botond, Benedek - In: International Journal of Financial Markets and … 8 (2021) 1, pp. 65-78
Persistent link: https://www.econbiz.de/10012510334
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Are cryptocurrencies a backstop for the stock market in a COVID-19-led financial crisis? : evidence from the NARDL approach
Jeribi, Ahmed; Jena, Sangram Keshari; Lahiani, Amine - In: International Journal of Financial Studies : open … 9 (2021) 3, pp. 1-36
stock market and cryptocurrency returns both in the short and long run are changing during the COVID-19 crisis period, which …
Persistent link: https://www.econbiz.de/10012587922
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Bitcoin cash: statistical analysis of prices and returns dynamics
Sheraz, Muhammad; Preda, Vasile; Dedu, Silivia - 2021
Persistent link: https://www.econbiz.de/10013185377
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Calendar effects on cryptocurrencies : not so straightforward
Konpanas Dumrongwong - In: Southeast Asian journal of economics 9 (2021) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10012813451
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Are cryptocurrencies affected by their asset class movements or news announcements?
Gurrib, Ikhlaas; Kweh, Qian Long; Mohammad Nourani; … - In: Malaysian journal of economic studies 56 (2019) 2, pp. 201-225
Persistent link: https://www.econbiz.de/10012320393
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Testing stylized facts of Bitcoin limit order books
Schnaubelt, Matthias; Rende, Jonas; Krauss, Christopher - In: Essays on financial time series analysis, (pp. 119-167). 2019
established limit order exchanges transfer to the cryptocurrency domain. Based on the literature, we establish a structured … extensive limit order data set acquired from major cryptocurrency exchanges for the currency pair Bitcoin to US Dollar. We …
Persistent link: https://www.econbiz.de/10012321328
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Does size matter in the cryptocurrency market?
Li, Yi; Zhang, Wei; Xiong, Xiong; Wang, Pengfei - In: Applied economics letters 27 (2020) 14, pp. 1141-1149
Persistent link: https://www.econbiz.de/10012267073
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Bitcoin transactions, information asymmetry and trading volume
Ante, Lennart - In: Quantitative finance and economics 4 (2020) 3, pp. 365-381
Persistent link: https://www.econbiz.de/10012271431
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Testing stylized facts of Bitcoin limit order books
Schnaubelt, Matthias; Rende, Jonas; Krauss, Christopher - In: Journal of risk and financial management : JRFM 12 (2019) 1/25, pp. 1-30
established limit order exchanges transfer to the cryptocurrency domain. Based on the literature, we establish a structured … extensive limit order data set acquired from major cryptocurrency exchanges for the currency pair Bitcoin to US Dollar. We …
Persistent link: https://www.econbiz.de/10012022344