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Essays in finance : corporate hedging, mutual fund managers' behavior, and cryptocurrency markets
Köchling, Gerrit - 2021
Persistent link: https://www.econbiz.de/10013258000
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High frequency momentum trading with cryptocurrencies
Chu, Jeffrey; Chan, Stephen; Zhang, Yuanyuan - In: Research in international business and finance 52 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012548438
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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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Individual cryptocurrency investors : evidence from a population survey
Ante, Lennart; Fiedler, Ingo; Meduna, Marc von; … - In: International journal of innovation and technology … 19 (2022) 4, pp. 1-24
Persistent link: https://www.econbiz.de/10013264860
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Extreme returns and investor attention to Bitcoin
Mbanga, Cedric - In: The empirical economics letters : a monthly … 17 (2018) 10, pp. 1253-1258
Persistent link: https://www.econbiz.de/10012006818
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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 Dash. A number of parametric (t-test, ANOVA, regression analysis with dummy variables) and non-parametric (Mann–Whitney U test) tests confirm the presence of price patterns...
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 Dash. A number of parametric (t-test, ANOVA, regression analysis with dummy variables) and non-parametric (Mann-Whitney U test) tests confirm the presence of price patterns after...
Persistent link: https://www.econbiz.de/10011789323
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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