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 …
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
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 …
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 …
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 …
causal relationship between the Bitcoin market and internet attention. Taking the Google …
FinTech and the future of financial services: What are the research gaps?
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 …
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 …
during its lifetime, starting in 2009. Previous research, mostly empirical, focused on statistical …
More heat than light: Investor attention and bitcoin price discovery
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 …
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 …
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 …
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 …
Bitcoin price is analyzed with the help of ARDL and GARCH models. Our results have led us …