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Does Bitcoin follow the hypothesis of efficient market?
5 references·16 citing·49 second hop
Does Bitcoin follow the hypothesis of efficient market? (2015)Does Bitcoin follow the hypothesis of eff…Virtual currency, tangible return: Portfolio diversification with bitcoin (2015)Virtual currency, tangible re…BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era (2013)BitCoin meets Google Trends a…Estimation of Long Run Coefficients in Error Correction Models (1989)Estimation of Long Run Coeffi…Stock returns and the weekend effect (1980)Stock returns and the weekend…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Investment decisions determinants in the GCC cryptocurrency market: a behavioural finance perspective (2023)Investment decisions determin…Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models (2023)Forecasting Bitcoin prices us…On the predictive power of tweet sentiments and attention on bitcoin (2022)On the predictive power of tw…Implied volatility estimation of bitcoin options and the stylized facts of option pricing (2021)Implied volatility estimation…COVID-19 pandemic improves market signals of cryptocurrencies–evidence from Bitcoin, Bitcoin Cash, Ethereum, and Litecoin (2021)COVID-19 pandemic improves ma…Policy uncertainty and Bitcoin returns (2020)Policy uncertainty and Bitcoi…Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration (2020)Market efficiency and volatil…Cryptocurrency Market: Behavioral Finance Perspective (2020)Cryptocurrency Market: Behavi…Comparison of Psychological Status and Investment Style Between Bitcoin Investors and Share Investors (2020)Comparison of Psychological S…A complete empirical ensemble mode decomposition and support vector machine-based approach to predict Bitcoin prices (2020)A complete empirical ensemble…Price overreactions in the cryptocurrency market (2019)Price overreactions in the cr…Lead-Lag relationship between Bitcoin and Ethereum: Evidence from hourly and daily data (2019)Lead-Lag relationship between…The effects of markets, uncertainty and search intensity on bitcoin returns (2018)The effects of markets, uncer…Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect (2018)Cryptocurrencies from the per…The Market Efficiency of Bitcoin: A Weekly Anomaly Perspective (2017)The Market Efficiency of Bitc…Long-range correlations and asymmetry in the Bitcoin market (2017)Long-range correlations and a…The direct estimation of the equilibrium response in a linear dynamic model (1979)Global transmission of interest rates: monetary independence and currency regime (2004)Exploring the nexus of electricity consumption, economic growth, energy prices and technology innovation in Malaysia (2012)The impacts of transport energy consumption, foreign direct investment and income on CO2 emissions in ASEAN-5 economies (2013)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Stock return variances (1986)Correlations in Price Changes and Volatility across International Stock Markets (1990)The Efficient Market Hypothesis and Its Critics (2003)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)On the inefficiency of Bitcoin (2016)Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Stock Returns and the Term Structure (1985)Efficient Capital Markets: II (1991)Energy Consumption and Bitcoin Market (2021)Inflation and Bitcoin: A descriptive time-series analysis (2021)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Corporate Governance and Blockchains (2016)The Inefficiency of Bitcoin (2016)Bitcoin price–volume: A multifractal cross-correlation approach (2018)Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies (2019)Clustering patterns in efficiency and the coming-of-age of the cryptocurrency market (2019)Generalized impulse response analysis in linear multivariate models (1998)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Estimation and Inference of Impulse Responses by Local Projections (2005)Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis (2019)Economic policy uncertainty and the Bitcoin-US stock nexus (2020)Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets (2020)COMMON STOCKS AS A HEDGE AGAINST INFLATION (1976)Long-Term Global Market Correlations (2001)Buying Beauty: On Prices and Returns in the Art Market (2012)Predicting the Price of Bitcoin Using Machine Learning (2018)Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020)Testing for a Unit Root in Time Series Regression (1988)Herd Behaviour, Bubbles and Crashes (1995)COVID-19 pandemic and economic policy uncertainty regimes affect commodity market volatility (2021)More to cryptos than bitcoin: A GARCH modelling of heterogeneous cryptocurrencies (2021)Analyzing asymmetric effects of cryptocurrency demand on environmental sustainability (2022)On the Estimation of Security Price Volatilities from Historical Data (1980)Modeling and Forecasting Realized Volatility (2003)Hedging capabilities of bitcoin. Is it the virtual gold? (2015)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1980Stock returns and the weekend effect1,997 cited
  • 2013BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era859 cited
  • 2015Virtual currency, tangible return: Portfolio diversification with bitcoin704 cited
  • 1989Estimation of Long Run Coefficients in Error Correction Models377 cited

Cited by

  • 2017Long-range correlations and asymmetry in the Bitcoin market175 cited
  • 2018The effects of markets, uncertainty and search intensity on bitcoin returns163 cited
  • 2021COVID-19 pandemic improves market signals of cryptocurrencies–evidence from Bitcoin, Bitcoin Cash, Ethereum, and Litecoin111 cited
  • 2023Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models92 cited
  • 2017The Market Efficiency of Bitcoin: A Weekly Anomaly Perspective91 cited
  • 2020Policy uncertainty and Bitcoin returns88 cited
  • 2019Lead-Lag relationship between Bitcoin and Ethereum: Evidence from hourly and daily data86 cited
  • 2020Cryptocurrency Market: Behavioral Finance Perspective76 cited
  • 2020A complete empirical ensemble mode decomposition and support vector machine-based approach to predict Bitcoin prices

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73 cited
  • 2020Comparison of Psychological Status and Investment Style Between Bitcoin Investors and Share Investors66 cited
  • 2019Price overreactions in the cryptocurrency market56 cited
  • 2023Investment decisions determinants in the GCC cryptocurrency market: a behavioural finance perspective53 cited
  • 2018Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect49 cited
  • 2022On the predictive power of tweet sentiments and attention on bitcoin42 cited
  • 2020Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration41 cited
  • 2021Implied volatility estimation of bitcoin options and the stylized facts of option pricing38 cited