[HTML][HTML] A systematic literature review of investor behavior in the cryptocurrency markets
J Almeida, TC Gonçalves - Journal of Behavioral and Experimental …, 2023 - Elsevier
This review aims to analyze and synthesize the literature produced so far on investor
behavior in the cryptocurrency market. We use VOSviewer 1.6. 17 software to perform a …
behavior in the cryptocurrency market. We use VOSviewer 1.6. 17 software to perform a …
Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak
The cryptocurrency markets are perceived as being dominated by Bitcoin leading the overall
system dynamics. Although the previous empirical evidence points towards strong …
system dynamics. Although the previous empirical evidence points towards strong …
When bitcoin lost its position: cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic
This paper examines the dynamic spillovers among the major cryptocurrencies under
different market conditions and accounts for the ongoing COVID-19 health crisis. We also …
different market conditions and accounts for the ongoing COVID-19 health crisis. We also …
[HTML][HTML] The relationship between trading volume, volatility and returns of non-fungible tokens: evidence from a quantile approach
I Yousaf, L Yarovaya - Finance Research Letters, 2022 - Elsevier
This is the first study to examine the quantile connectedness for returns-volume and volatility-
volume pairs for the three non-fungible tokens (THETA, Tezos, and Enjin Coin) using the …
volume pairs for the three non-fungible tokens (THETA, Tezos, and Enjin Coin) using 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 …
Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets
This study examines the connectedness in high-order moments between cryptocurrency,
major stock (US, UK, Eurozone, and Japan), and commodity (gold and oil) markets. Using …
major stock (US, UK, Eurozone, and Japan), and commodity (gold and oil) markets. Using …
Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 …
J Cui, A Maghyereh - Financial Innovation, 2022 - Springer
Analyzing comovements and connectedness is critical for providing significant implications
for crypto-portfolio risk management. However, most existing research focuses on the lower …
for crypto-portfolio risk management. However, most existing research focuses on the lower …
COVID-19 and cryptocurrency market: Evidence from quantile connectedness
This study quantifies the spillover effects among seven cryptocurrencies to explore the
spillover characteristics of seven cryptocurrencies, namely, Bitcoin, Ethereum, Ripple …
spillover characteristics of seven cryptocurrencies, namely, Bitcoin, Ethereum, Ripple …
Time-varying asymmetric spillovers among cryptocurrency, green and fossil-fuel investments
Cryptocurrency is a financial innovation that brings many potential benefits, yet it has been
criticized for its negative environmental impacts. To fully reap the benefits from this financial …
criticized for its negative environmental impacts. To fully reap the benefits from this financial …
Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? A portfolio risk analysis
This study investigates dynamic frequency connectedness for volatility differences among
eight popular cryptocurrencies (Bitcoin, Ethereum, Litecoin, Dash, Monero, Ripple, Nem and …
eight popular cryptocurrencies (Bitcoin, Ethereum, Litecoin, Dash, Monero, Ripple, Nem and …