Similar Search Results

Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin

Lyócsa, Štefan; Molnár, Peter; Plíhal, Tomáš; … - In: Journal of economic dynamics & control 119 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012503775

Brandvold, Morten; Molnár, Peter; Vagstad, Kristian; … - In: Journal of International Financial Markets, … 36 (2015) C, pp. 18-35

Bitcoin is an open source peer-to-peer electronic money and payment system. It is traded at several exchanges and high-frequency trade data are publicly available. We study the contributions of Bitcoin exchanges to price discovery. Our results show that Mt.Gox and BTC-e are the market leaders...

Persistent link: https://www.econbiz.de/10011263384

Price discovery on Bitcoin exchanges

Brandvold, Morten; Molnár, Peter; Vagstad, Kristian; … - In: Journal of international financial markets, … 36 (2015), pp. 18-35

Persistent link: https://www.econbiz.de/10011474894

Bayesian change point analysis of Bitcoin returns

Thies, Sven; Molnár, Peter - In: Finance research letters 27 (2018), pp. 223-227

Persistent link: https://www.econbiz.de/10012006867

On the hedge and safe haven properties of Bitcoin : is it really more than a diversifier?

Bouri, Elie; Molnár, Peter; Azzi, Georges; Roubaud, David - In: Finance research letters 20 (2017), pp. 192-198

Persistent link: https://www.econbiz.de/10011806908

What can explain the price, volatility and trading volume of Bitcoin?

Aalborg, Halvor Aarhus; Molnár, Peter; Vries, Jon Erik de - In: Finance research letters 29 (2019), pp. 255-265

Persistent link: https://www.econbiz.de/10012419086

Forecasting volatility of Bitcoin

Bergsli, Lykke Øverland; Lind, Andrea Falk; Molnár, Peter - In: Research in international business and finance 59 (2022), pp. 1-30

Persistent link: https://www.econbiz.de/10013402137