Cryptocurrency market microstructure: a systematic literature review

J Almeida, TC Gonçalves - Annals of Operations Research, 2024 - Springer
This study contributes to the unconsolidated cryptocurrency literature, with a systematic
literature review focused on cryptocurrency market microstructure. We searched Web of …

Uncertainties and ambivalence in the crypto market: an urgent need for a regional crypto regulation

AVN Biju, AS Thomas - SN Business & Economics, 2023 - Springer
The purpose of money is to provide a medium of exchange supported by stability, liquidity,
and credibility through an intrinsic value. In our current financial realm, we recognize fiat …

The Impact of investor sentiment on bitcoin returns and conditional volatilities during the era of Covid-19

D Güler - Journal of Behavioral Finance, 2023 - Taylor & Francis
This paper studies the impact of investor sentiment on the Bitcoin returns and conditional
volatility taking into account the Covid-19 outbreak by using different investor sentiment …

The time-varying causal relationship between the Bitcoin market and internet attention

X Zhang, F Lu, R Tao, S Wang - Financial Innovation, 2021 - Springer
The increasing attention on Bitcoin since 2013 prompts the issue of possible evidence for a
causal relationship between the Bitcoin market and internet attention. Taking the Google …

FinTech and the future of financial services: What are the research gaps?

AS Kavuri, A Milne - 2019 - papers.ssrn.com
New financial technologies (FinTech) have erupted around the world. Consequently, there
has been a considerable increase in academic literature on FinTech over the last five years …

Detecting bubbles in Bitcoin price dynamics via market exuberance

A Cretarola, G Figà-Talamanca - Annals of Operations Research, 2021 - Springer
Empirical evidence suggests the presence of bubble effects on Bitcoin price dynamics
during its lifetime, starting in 2009. Previous research, mostly empirical, focused on statistical …

More heat than light: Investor attention and bitcoin price discovery

G Ibikunle, F McGroarty, K Rzayev - International Review of Financial …, 2020 - Elsevier
We investigate how increased attention affects bitcoin's price discovery process. We first
decompose bitcoin price into efficient and noise components and then show that the noise …

Attention allocation and cryptocurrency return co-movement: Evidence from the stock market

Y Hu, D Shen, A Urquhart - International Review of Economics & Finance, 2023 - Elsevier
We employ extreme S&P500 returns as an attention-distraction shock event to explore the
impact of investor attention allocation on the return co-movement with cryptocurrency …

Robust drivers of Bitcoin price movements: an extreme bounds analysis

WMA Ahmed - The North American Journal of Economics and Finance, 2022 - Elsevier
There is a growing stream of empirical research that endeavors to identify the influential
variables contributing to the price formation of cryptocurrencies and, in particular, Bitcoin …

Hype as a factor on the global market: The case of bitcoin

A Nepp, F Karpeko - Journal of Behavioral Finance, 2024 - Taylor & Francis
The impact of Bitcoin-related Google queries, Facebook likes, reposts and comments on
Bitcoin price is analyzed with the help of ARDL and GARCH models. Our results have led us …