Cryptocurrency markets have many of the characteristics of 20th century commodities markets, making them an attractive … investor returns in cryptocurrency trend following, 255% walk-forward annualised returns. We find that cryptocurrencies offer …

We explore the impact of investors' beliefs on cryptocurrency demand and prices using three new individual … cryptocurrencies, as are late investors. We then estimate the cryptocurrency demand functions using a structural model with rich …

The 2017 bubble on the cryptocurrency market recalls our memory in the dot-com bubble, during which hard … impact of investor sentiment on cryptocurrency returns is conditional on bubble regimes …

We investigate the information content of trading volume in the context of cryptocurrency markets and contribute to a … cryptocurrency pairs. Such in-sample predictive power is economically significant; a reversal investment strategy that condition on …

We analyse the existence of herding in the cryptocurrency market through the cross-sectional standard (absolute …, since the rest of the market is not herding with the main cryptocurrency …

If behavioral biases explain asset pricing anomalies, they should also materialize in cryptocurrency markets. I test … more than 20 stock return anomalies based on daily cryptocurrency data, and document strong evidence of price momentum … are weak. Cryptocurrency anomalies can be explained by behavioral theories that emphasize noise trader risks than …

This paper examines whether there exists a momentum effect after one-day abnormal returns in the cryptocurrency market …