(Lucey et al., 2022) are associated with the emergence of bubbles in cryptocurrencies. Using probit regressions, we show that … impurity measure) of the model. While the COVID-19 pandemic has exacerbated the occurrence of bubbles, these crypto uncertainty … indices remain the best predictors of bubbles both before and during the pandemic. These results are robust to alternative …

bubbles in classical asset market experiments. Our setup is more realistic as it offers multiple securities that are … its rationality can be evaluated. Quick consensus emerges early yielding pronounced market bubbles. The overpricing …

' betas from high-frequency returns for Bitcoin and Ethereum-the two major cryptocurrencies-against their classic counterparts … Bitcoin and Ethereum with respect to the CRIX market index, which could enhance portfolio diversification (at the expense of … frequency is thus revealed as being less precise for capturing the 'pure' systematic risk for Bitcoin and Ethereum. For Ethereum …