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Time-varying long-term memory in Bitcoin market
Jiang, Yonghong; Nie, He; Ruan, Weihua - In: Finance research letters 25 (2018), pp. 280-284
Persistent link: https://www.econbiz.de/10012003601
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Long-run linkages between US stock prices and cryptocurrencies : a fractional cointegration analysis
Caporale, Guglielmo Maria; Dios Mazariegos, José Javier; … - 2022
of the four main cryptocurrencies in terms of market capitalization (BTC, ETH, USDT, BNB) and of four US stock market … market efficiency in the case of the cryptocurrencies but not of the stock market indices considered. They also indicate that … cryptocurrencies can be a useful tool for investors to diversify and hedge when required in the case of the US markets. …
Persistent link: https://www.econbiz.de/10013368898
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Intraday online investor sentiment and return patterns in the U.S. stock market
Renault, Thomas - In: Journal of banking & finance 84 (2017), pp. 25-40
Persistent link: https://www.econbiz.de/10011816834
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What happened to the US stock market? : Accounting for the last 50 years
Boldrin, Michele; Peralta-Alva, Adrian - 2009
Persistent link: https://www.econbiz.de/10003870906
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Long-run risks, the macroeconomy, and asset prices
Bansal, Ravi; Kiku, Dana; Yaron, Amir - 2010
Persistent link: https://www.econbiz.de/10003971758
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Long-Run risks and financial markets
Bansal, Ravi - 2007
-varying uncertainty (i.e., volatility) about future economic prospects drive asset prices. These two channels of economic risks can …
Persistent link: https://www.econbiz.de/10003495605
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The effect of long memory in volatility on stock market fluctuations
Christensen, Bent Jesper; Nielsen, Morten Ørregaard - In: The review of economics and statistics 89 (2007) 4, pp. 684-700
Persistent link: https://www.econbiz.de/10003567153
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Long-run risks and financial markets
Bansal, Ravi - In: Review / Federal Reserve Bank of St. Louis 89 (2007) 4, pp. 283-299
Persistent link: https://www.econbiz.de/10003507764
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What happened to the US stock market? : accounting for the past 50 years
Boldrin, Michele; Peralta-Alva, Adrian - In: Review / Federal Reserve Bank of St. Louis 91 (2009) 6, pp. 627-646
Persistent link: https://www.econbiz.de/10003924406
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Predicting financial distress and the performance of distressed stocks
Campbell, John Y.; Hilscher, Jens; Szilagyi, Jan - In: Journal of investment management : JOIM 9 (2011) 2, pp. 14-34
Persistent link: https://www.econbiz.de/10009305618