social media and emerging trading applications on interactions among equity and cryptocurrency markets, and their potentially …

Investor and media attention in Bitcoin has increased substantially in recently years, reflected by the incredible … surge in news articles and considerable rise in the price of Bitcoin. Given the increased attention, there little is known … about the behaviour of Bitcoin prices and therefore we add to the literature by studying price clustering. We find …

review (SLR) of Bitcoin-related articles published in the leading finance, economics and accounting journals between 2018 and … of research on Bitcoin lacks coherence and interconnectedness, leading to a limited understanding of the underlying … decentralized payment system, equilibrium price, market microstructure, trading patterns and regulation of Bitcoin. In this context …

. This study uses VAR-OLS techniques to investigate the time-varying correlation between Bitcoin and three major European … robustness of our results, we also test the impact of government measures on Bitcoin and stock market indices and find that they … correlations between Bitcoin returns and the stock market, oil, and gold index returns, which have so far been unaddressed. …

This paper investigates the role of the frequency of price overreactions in the cryptocurrency market in the case of … 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 …

This paper deals with cryptocurrency bubbles. First, it points out that a number of recent papers on cryptocurrency … presence of cryptocurrency bubbles or the fundamental value of cryptocurrencies is needless. Second, the paper conducts a short … empirical analysis into the relationship of the prices of Etherum and Bitcoin. Evidence of explosive periods is found in the …

results suggest that cryptocurrency markets rely on regulated financial institutions to operate and that these markets are …

Bitcoin is an open source peer-to-peer electronic money and payment system. It is traded at several exchanges and high …-frequency trade data are publicly available. We study the contributions of Bitcoin exchanges to price discovery. Our results show that …

This is the first paper that estimates the price determinants of BitCoin in a Generalised Autoregressive Conditional … Heteroscedasticity framework using high frequency data. Derived from a theoretical model, we estimate BitCoin transaction demand and …, our empirical results confirm that both the BitCoin transaction demand and speculative demand have a statistically …

Bitcoin plunged by 30% on May 19, 2021. We examine the outage the largest crypto exchange Binance experienced during … back-filled these missing transactions with data that does not conform to Benford‘s Law. The Bitcoin futures price …