[HTML][HTML] Systematic literature review on application of blockchain technology in E-finance and financial services
Blockchain is thought to be the most recent innovation in technology. Trust is especially
important in areas like the banking sector. Blockchain technology is a decentralised, coded …
important in areas like the banking sector. Blockchain technology is a decentralised, coded …
[HTML][HTML] Shaping the future of Ethereum: Exploring energy consumption in Proof-of-Work and Proof-of-Stake consensus
Ethereum (ETH) is a popular Layer-1 blockchain platform that has been used to create
decentralized applications (dApps) and smart contracts. Ethereum 2.0, or Serenity, is a …
decentralized applications (dApps) and smart contracts. Ethereum 2.0, or Serenity, is a …
Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic
SY Choi - Physica A: Statistical Mechanics and Its Applications, 2021 - Elsevier
In this study, we test the efficient market hypothesis for a number of sectors in the US stock
market during the COVID-19 pandemic to identify its effects on individual sectors. To test this …
market during the COVID-19 pandemic to identify its effects on individual sectors. To test this …
[HTML][HTML] Performance evaluation of deep learning and boosted trees for cryptocurrency closing price prediction
The emergence of cryptocurrencies has drawn significant investment capital in recent years
with an exponential increase in market capitalization and trade volume. However, the …
with an exponential increase in market capitalization and trade volume. However, the …
Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks
We use time and frequency connectedness approaches based on network analysis to
investigate the volatility connectedness among 27 emerging equity markets and seven high …
investigate the volatility connectedness among 27 emerging equity markets and seven high …
Herding intensity and volatility in cryptocurrency markets during the COVID-19
PE Mandaci, EC Cagli - Finance Research Letters, 2022 - Elsevier
This paper investigates whether herding is present before and during the COVID-19
pandemic, analyzing intraday data of Bitcoin and eight altcoins. The herding intensity …
pandemic, analyzing intraday data of Bitcoin and eight altcoins. The herding intensity …
[HTML][HTML] Complexity in economic and social systems: Cryptocurrency market at around COVID-19
Social systems are characterized by an enormous network of connections and factors that
can influence the structure and dynamics of these systems. Among them the whole …
can influence the structure and dynamics of these systems. Among them the whole …
[HTML][HTML] Asymmetric volatility dynamics in cryptocurrency markets on multi-time scales
S Kakinaka, K Umeno - Research in International Business and Finance, 2022 - Elsevier
This study investigates the scale-dependent structure of asymmetric volatility effect in six
representative cryptocurrencies: Bitcoin, Ethereum, Ripple, Litecoin, Monero, and Dash. By …
representative cryptocurrencies: Bitcoin, Ethereum, Ripple, Litecoin, Monero, and Dash. By …
Time-averaging and nonergodicity of reset geometric Brownian motion with drift
How do near-bankruptcy events in the past affect the dynamics of stock-market prices in the
future? Specifically, what are the long-time properties of a time-local exponential growth of …
future? Specifically, what are the long-time properties of a time-local exponential growth of …
[HTML][HTML] Cryptocurrency market consolidation in 2020–2021
Time series of price returns for 80 of the most liquid cryptocurrencies listed on Binance are
investigated for the presence of detrended cross-correlations. A spectral analysis of the …
investigated for the presence of detrended cross-correlations. A spectral analysis of the …