We develop a strong diagnostic for bubbles and crashes in bitcoin, by analyzing the coincidence (and its absence) of … quantified and shown to be heavily exceeded, on at least four occasions, by bubbles that grow and burst. In these bubbles, we … substantial but not unprecedented overvaluation in the price of bitcoin, suggesting many months of volatile sideways bitcoin …

We present a detailed bubble analysis of the Bitcoin to US Dollar price dynamics from January 2012 to February 2018. We … the dynamics of Bitcoin price during the analyzed time period. We explain this classification of long and short bubbles by … a number of quantitative metrics and graphs to understand the main socio-economic drivers behind the ascent of Bitcoin …

The 2017 bubble on the cryptocurrency market recalls our memory in the dot-com bubble, during which hard …, conditional on bubble regimes, on cryptocurrencies aggregate return prediction. Constructing a crypto-specific lexicon and using a … local-momentum autoregression model, we find that the sentiment effect is prolonged and sustained during the bubble while it …

This study examines the predictability of three major cryptocurrencies-bitcoin, ethereum, and litecoin-and the … ensemble assuming that five models produce identical signals (Ensemble 5) achieves the best performance for ethereum and …