Similar Search Results

The inefficiency of Bitcoin

Urquhart, Andrew - In: Economics letters 148 (2016), pp. 80-82

Persistent link: https://www.econbiz.de/10011619879

Price clustering in Bitcoin

Urquhart, Andrew - In: Economics letters 159 (2017), pp. 144-148

Persistent link: https://www.econbiz.de/10011903473

The intraday dynamics of Bitcoin

Eross, Andrea; McGroarty, Frank; Urquhart, Andrew; … - In: Research in international business and finance 49 (2019), pp. 71-81

Persistent link: https://www.econbiz.de/10012135993

Does twitter predict Bitcoin?

Shen, Dehua; Urquhart, Andrew; Wang, Pengfei - In: Economics letters 174 (2019), pp. 118-122

Persistent link: https://www.econbiz.de/10012121051

Can altcoins act as hedges or safe-havens for Bitcoin?

Li, Yi; Lucey, Brian M.; Urquhart, Andrew - In: Finance research letters 52 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014472179

The efficiency of Bitcoin : a strongly typed genetic programming approach to smart electronic Bitcoin markets

Manahov, Viktor; Urquhart, Andrew - In: International review of financial analysis 73 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012803734

Dynamic efficiency and arbitrage potential in Bitcoin : a long-memory approach

Duan, Kun; Li, Zeming; Urquhart, Andrew; Ye, Jinqiang - In: International review of financial analysis 75 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012804143

The Volatility of Bitcoin

Urquhart, Andrew - 2017

This paper examines the volatility of Bitcoin as well as shedding light on the forecasting ability of GARCH models and HAR models in the Bitcoin market. We find no evidence of the leverage effect in Bitcoin and that the HAR models are superior in modelling Bitcoin volatility to traditional GARCH...

Persistent link: https://www.econbiz.de/10012962600

Information demand and cryptocurrency market activity

Katsiampa, Paraskevi; Moutsianas, Konstantinos; … - In: Economics letters 185 (2019), pp. 1-5

Persistent link: https://www.econbiz.de/10012304948

What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?

Jalan, Akanksha; Matkovskyy, Roman; Urquhart, Andrew - In: The European journal of finance 27 (2021) 13, pp. 1251-1281

Persistent link: https://www.econbiz.de/10012653090