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Are cryptocurrencies cryptic or a source of arbitrage? : a genetic algorithm approach
Bewaji, Oluwasegun; Hamid, Sania; Aerts, Timothy; Byck, … - In: The journal of financial market infrastructures 11 (2023) 1, pp. 37-65
Persistent link: https://www.econbiz.de/10014484591
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Up or down? : short-term reversal, momentum, and liquidity effects in cryptocurrency markets
Zaremba, Adam; Bilgin, Mehmet Huseyin; Long, Huaigang; … - In: International review of financial analysis 78 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013253483
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Lottery-like momentum in the cryptocurrency market
Lin, Chiao-Han; Yen, Kuang-Chieh; Cheng, Hui-Pei - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-6
Persistent link: https://www.econbiz.de/10013188352
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MAX momentum in cryptocurrency markets
Li, Yi; Urquhart, Andrew; Wang, Pengfei; Zhang, Wei - In: International review of financial analysis 77 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10012806335
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Cryptocurrencies and momentum
Grobys, Klaus; Sapkota, Niranjan - In: Economics letters 180 (2019), pp. 6-10
Persistent link: https://www.econbiz.de/10012121731
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Price overreactions in the cryptocurrency market
Caporale, Guglielmo Maria; Plastun, Alex - 2018
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 …
Persistent link: https://www.econbiz.de/10011789179
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Price overreactions in the cryptocurrency market
Caporale, Guglielmo Maria; Plastun, Alex - 2018
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 …
Persistent link: https://www.econbiz.de/10011789323
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Momentum trading in cryptocurrencies : short-term returns and diversification benefits
Tzouvanas, Panagiotis; Kizys, Renatas; Tsend-Ayush, … - In: Economics letters 191 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012508024
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Price overreactions in the cryptocurrency market
Caporale, Guglielmo Maria; Plastun, Alex - 2018
Persistent link: https://www.econbiz.de/10011995547
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Intraday return predictability in the cryptocurrency markets : momentum, reversal, or both
Wen, Zhuzhu; Bouri, Elie; Xu, Yahua; Zhao, Yang - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013534113