has been conducted in the field of cryptocurrencies, even though this asset class has shown characteristics suggesting … suitability for pair trading. The Distance Methods and Cointegration Method are applied to a set of cryptocurrencies at formation …

military conflicts. Using daily returns on the top 10 cryptocurrencies and the event study methodology, we estimate …, cryptocurrencies have negatively reacted to the war, but at different scales. For Binance coin, positive abnormal returns are reported …

-digital currencies; Bitcoin, Monaro, Litecoin, and Steller over the sample period of 2014-2018. The study applies Jarque-Bera test, ADF … and volatility clustering in returns and squared returns of selected cryptocurrencies. Further, the study adopts an … movements with linear and nonlinear dependences varies over time. Our tests also reveal that Bitcoin, Monaro and Litecoin have …

interaction with other disciplines. Financial physics, also known as Econophysics, has brought new statistical methods and …

Cryptoassets, particularly Bitcoin, have attracted the attention of institutional investors during the latest price … rallies of 2020 and 2021. The need for cryptoassets apart from Bitcoin in their portfolios is mostly unexplored in the current … to simply holding Bitcoin. …

cryptocurrency Bitcoin was created, thousands of other cryptocurrencies have appeared. As the transactions with cryptocurrencies have …Cryptocurrency has attracted more attention recently. With the rapid increase in popularity of cryptocurrencies … cryptocurrency. Multinational jurisdictions and professional institutions differ in their opinions about cryptocurrencies. There are …

In this paper we construct a "reflexivity" index for Bitcoin crypto currency that measures the amount of activity …

In this paper we construct a "reflexivity" index for Bitcoin crypto currency that measures the amount of activity …