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Bitcoin fluctuations and the frequency of price overreactions
Caporale, Guglielmo Maria; Plastun, Alex; Oliinyk, Viktor - 2018
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 hypothesis testing by means of a variety of statistical...
Persistent link: https://www.econbiz.de/10011922057
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Cryptocurrencies and momentum
Grobys, Klaus; Sapkota, Niranjan - In: Economics letters 180 (2019), pp. 6-10
Persistent link: https://www.econbiz.de/10012121731
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Asymmetric impact of investor sentiment and media coverage news on bitcoin returns
Naifar, Nader; Altamimi, Sohale - In: Managerial finance 49 (2023) 8, pp. 1342-1354
Persistent link: https://www.econbiz.de/10014311559
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Disrupting the stock market : stocks gone crypto
Latinović, Milica - In: Digital Transformation of the Financial Industry : …, (pp. 77-95). 2023
Persistent link: https://www.econbiz.de/10013549015
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Predictability of crypto returns : the impact of trading behavior
Dunbar, Kwamie; Owusu-Amoako, Johnson - In: Journal of behavioral and experimental finance 39 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014457404
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A broad analysis of short-term overreactions in the market for cryptocurrencies
Kellner, Tobias; Maltritz, Dominik - In: Journal of economic studies 49 (2022) 8, pp. 1585-1608
Persistent link: https://www.econbiz.de/10013455900
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Momentum effects in the cryptocurrency market after one-day abnormal returns
Caporale, Guglielmo Maria; Plastun, Alex - 2019
returns is different on overreaction days compared to normal days; H2) there is a momentum effect on overreaction days, and H3 … ends by estimating specific timing parameters. Prices tend to move in the direction of the overreaction till the end of the …
Persistent link: https://www.econbiz.de/10012118561
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Momentum effects in the cryptocurrency market after one-day abnormal returns
Caporale, Guglielmo Maria; Plastun, Alex - In: Financial markets and portfolio management 34 (2020) 3, pp. 251-266
Persistent link: https://www.econbiz.de/10012289645
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Price overreactions in the cryptocurrency market
Caporale, Guglielmo Maria; Plastun, Alex - 2018
Persistent link: https://www.econbiz.de/10011995547
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Price overreactions in the cryptocurrency market
Caporale, Guglielmo Maria; Plastun, Alex - 2018
This paper examines price overreactions in the case of the following cryptocurrencies: BitCoin, LiteCoin, Ripple and Dash. A number of parametric (t-test, ANOVA, regression analysis with dummy variables) and non-parametric (Mann–Whitney U test) tests confirm the presence of price patterns...
Persistent link: https://www.econbiz.de/10011789179