Similar Search Results

Underreaction and overreaction in Bitcoin market

Liu, Tianquan; Wang, Yiming; Yan, Yu - In: Applied economics letters 30 (2023) 12, pp. 1685-1691

Persistent link: https://www.econbiz.de/10014304934

Market efficiency, liquidity, and multifractality of Bitcoin : a dynamic study

Takaishi, Tetsuya; Adachi, Takanori - In: Asia Pacific financial markets 27 (2020) 1, pp. 145-154

Persistent link: https://www.econbiz.de/10012222389

Bitcoin fluctuations and the frequency of price overreactions

Caporale, Guglielmo Maria; Plastun, Alex; Oliinyk, Viktor - In: Financial markets and portfolio management 33 (2019) 2, pp. 109-131

Persistent link: https://www.econbiz.de/10012113737

Bitcoin fluctuations and the frequency of price overreactions

Caporale, Guglielmo Maria; Plastun, Alex; Oliinyk, Viktor - 2018

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 …

Persistent link: https://www.econbiz.de/10011922057