Asymmetric nexus between Bitcoin, gold resources and stock market returns: Novel findings from quantile estimates
In the context of the debate on Bitcoin, gold resources, and stock markets, the current study
examines the nexus between the gold market, Bitcoin, and stock market returns. We explore …
examines the nexus between the gold market, Bitcoin, and stock market returns. We explore …
Does investor sentiment on social media provide robust information for Bitcoin returns predictability?
D Guégan, T Renault - Finance Research Letters, 2021 - Elsevier
We use a dataset of approximately one million messages sent on StockTwits to explore the
relationship between investor sentiment on social media and intraday Bitcoin returns. We …
relationship between investor sentiment on social media and intraday Bitcoin returns. We …
Past, present and future of FinTech research: A bibliometric analysis
This study has conducted a meta-literature review examining the past, present and possible
future trends of Fintech research using 360 selected articles published between 2006 and …
future trends of Fintech research using 360 selected articles published between 2006 and …
Ramadan effect in the cryptocurrency markets
C Lopez-Martin - Review of Behavioral Finance, 2022 - emerald.com
Purpose This paper examines the effect of the holy month of Ramadan on the returns and
conditional volatility of cryptocurrency markets. Design/methodology/approach The closing …
conditional volatility of cryptocurrency markets. Design/methodology/approach The closing …
[HTML][HTML] Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist?
In the wake of proliferation of cryptocurrencies and growing concerns regarding their
environmental impact, we investigate the dynamic co-movement of digital assets and …
environmental impact, we investigate the dynamic co-movement of digital assets and …
The impact of transparent money flows: Effects of stablecoin transfers on the returns and trading volume of Bitcoin
Stablecoins are digital currencies that peg to non-volatile values, most commonly a fiat
currency. Unlike fiat currency, stablecoins are fully transparent—every transfer is recorded …
currency. Unlike fiat currency, stablecoins are fully transparent—every transfer is recorded …
Liquidity connectedness in cryptocurrency market
We examine the dynamics of liquidity connectedness in the cryptocurrency market. We use
the connectedness models of Diebold and Yilmaz (Int J Forecast 28 (1): 57–66, 2012) and …
the connectedness models of Diebold and Yilmaz (Int J Forecast 28 (1): 57–66, 2012) and …
[HTML][HTML] Speculation and lottery-like demand in cryptocurrency markets
K Grobys, J Junttila - Journal of International Financial Markets, Institutions …, 2021 - Elsevier
This is the first paper that explores lottery-like demand in cryptocurrency markets. Since
recent research provides evidence that cryptocurrency returns appear to be short-memory …
recent research provides evidence that cryptocurrency returns appear to be short-memory …
Seasonal and calendar effects and the price efficiency of cryptocurrencies
We investigate the pricing efficiency of numerous popular cryptocurrencies using a wide
range of non-economic events that include calendar anomalies, natural condition-based …
range of non-economic events that include calendar anomalies, natural condition-based …
Calendar effects in bitcoin returns and volatility
H Kinateder, VG Papavassiliou - Finance Research Letters, 2021 - Elsevier
We use a GARCH dummy model to study the influence of calendar effects on daily
conditional returns and volatility of Bitcoin during the period 2013–2019. The Halloween …
conditional returns and volatility of Bitcoin during the period 2013–2019. The Halloween …