Jin, JunHyeong; Jung, JiHoon; Song, Kyojik "Roy" - In: Journal of derivatives and quantitative studies 32 (2024) 1, pp. 23-35
The authors test the weak-form efficiency in cryptocurrency markets using the most recent and comprehensive data as of 2021. The authors apply various technical indicators to take a long or short position on 99 cryptocurrencies and compare the 10-day returns based on the technical trading...