The 2017 bubble on the cryptocurrency market recalls our memory in the dot-com bubble, during which hard … impact of investor sentiment on cryptocurrency returns is conditional on bubble regimes …

The study investigates the safe haven properties and sustainability of the top five cryptocurrencies (Bitcoin, Ethereum … stock market and cryptocurrency returns both in the short and long run are changing during the COVID-19 crisis period, which …

The authors examine the relation between price returns and volatility changes in the Bitcoin market using a daily …-volatility relation in the Bitcoin market. They test if there is a difference in the return-volatility relation before and after the price … volatility more than negative shocks. This inverted asymmetric reaction of Bitcoin to positive and negative shocks is contrary to …

The authors examine the relation between price returns and volatility changes in the Bitcoin market using a daily …-volatility relation in the Bitcoin market. The authors test if there is a difference in the return-volatility relation before and after … conditional volatility more than negative shocks. This inverted asymmetric reaction of Bitcoin to positive and negative shocks is …

This paper analyzes high-frequency estimates of good and bad realized volatility of Bitcoin. We show that volatility …