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Lottery-like preferences and the MAX effect in the cryptocurrency market

Ozdamar, Melisa; Akdeniz, Levent; Sensoy, Ahmet - In: Financial innovation : FIN 7 (2021), pp. 1-27

We investigate the significance of extreme positive returns in the cross-sectional pricing of cryptocurrencies. Through portfolio-level analyses and weekly cross-sectional regressions on all cryptocurrencies in our sample period, we provide evidence for a positive and statistically significant...

Persistent link: https://www.econbiz.de/10012705414

Riding the wave of crypto-exuberance : the potential misusage of corporate blockchain announcements

Akyildirim, Erdinç; Corbet, Shaen; Cumming, Douglas J.; … - In: Technological forecasting & social change : an … 159 (2020), pp. 1-25

Persistent link: https://www.econbiz.de/10012519604

Intraday efficiency-frequency nexus in the cryptocurrency markets

Aslan, Aylin; Sensoy, Ahmet - In: Finance research letters 35 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012438404

The effectiveness of technical trading rules in cryptocurrency markets

Corbet, Shaen; Eraslan, Veysel; Lucey, Brian M.; … - In: Finance research letters 31 (2019), pp. 32-37

Persistent link: https://www.econbiz.de/10012421035

The relationship between implied volatility and cryptocurrency returns

Akyildirim, Erdinc; Corbet, Shaen; Lucey, Brian M.; … - In: Finance research letters 33 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012430938

The development of Bitcoin futures : exploring the interactions between cryptocurrency derivatives

Akyildirim, Erdinc; Corbet, Shaen; Katsiampa, Paraskevi; … - In: Finance research letters 34 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012436502

Retail vs institutional investor attention in the cryptocurrency market

Ozdamar, Melisa; Sensoy, Ahmet; Akdeniz, Levent - In: Journal of international financial markets, … 81 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013533380

Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations

Malek, Jiri; Nguyen, Duc Khuong; Sensoy, Ahmet; Quang … - In: Finance research letters 55 (2023) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10014472966

Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment

Banerjee, Ameet Kumar; Akhtaruzzaman, Md.; Dionísio, … - In: Journal of behavioral and experimental finance 36 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10014227673