This paper examines price overreactions in the case of the following cryptocurrencies: BitCoin, LiteCoin, Ripple and …

This paper examines price overreactions in the case of the following cryptocurrencies: BitCoin, LiteCoin, Ripple and …

returns is different on overreaction days compared to normal days; H2) there is a momentum effect on overreaction days, and H3 …This paper examines whether there exists a momentum effect after one-day abnormal returns in the cryptocurrency market …. For this purpose a number of hypotheses of interest are tested for the BitCoin, Ethereum and LiteCoin exchange rates vis …

BitCoin over the period 2013-2018. Specifically, it uses a static approach to detect overreactions and then carries out … Bitcoin price movements (H1) and (ii) exhibits seasonality (H2). On the whole, the results suggest that it can provide useful …

returns is different on overreaction days compared to normal days; H2) there is a momentum effect on overreaction days, and H3 …This paper examines whether there exists a momentum effect after one-day abnormal returns in the cryptocurrency market …. For this purpose a number of hypotheses of interest are tested for the BitCoin, Ethereum and LiteCoin exchange rates vis …

This paper examines price overreactions in the case of the following cryptocurrencies: BitCoin, LiteCoin, Ripple and …

This paper examines price overreactions in the case of the following cryptocurrencies: BitCoin, LiteCoin, Ripple and …

value, and use Bitcoin, Facebook as numerical examples of the proof. There is compelling evidence that suggests that the … growth and price of bitcoin and other cryptocurrencies are likely to proceed according to a relatively straightforward … mathematical model similar to the growth curves of Facebook and other networks. Using observed data for Bitcoin, we derive the …