Background: The widespread death and disruption caused by the COVID-19 pandemic has
revealed deficiencies of existing institutions regarding the protection of human health and …

This paper reports evidence of intraday return predictability, consisting of both intraday
momentum and reversal, in the cryptocurrency market. Using high-frequency price data on …

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 …

The study investigates the intraday dynamics and price patterns of the primary
cryptocurrencies. The Granger Mackey-Glass (MG) model is employed to examine the …

Cryptocurrencies have been historically characterised by large price swings and inherent
volatility at a much higher scale than traditional financial assets. Understanding the …

Purpose With the unprecedented growth of digitalization across the globe, a new asset
class, that is cryptocurrency, has emerged to attract investors of all stripe. The novelty of this …

This paper presents an analysis of the entry and exit dynamics of the cryptocurrency market
that focuses on the growth of initial coin offerings during 2015–2020. We used two different …

We examine as if the incorporation of the contagion risk, which is found significant in
cryptocurrencies, can make the resulting four-factor pricing model offers an improved …

In this paper, the price synchronization in the cryptocurrencies market is investigated, using
descriptive metrics and a novel methodology both from the area of Complex Networks. The …

Cryptocurrencies are relatively new and innovative financial assets. They are a topic of
interest to investors and academics due to their distinctive features. Whether financial or not …