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On the inefficiency of Bitcoin
6 references·16 citing·42 second hop
On the inefficiency of Bitcoin (2016)On the inefficiency of BitcoinThe Inefficiency of Bitcoin (2016)The Inefficiency of BitcoinWhat Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis (2015)What Are the Main Drivers of …BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era (2013)BitCoin meets Google Trends a…A test for independence based on the correlation dimension (1996)A test for independence based…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Does gold or Bitcoin hedge economic policy uncertainty? (2019)Does gold or Bitcoin hedge ec…Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios (2019)Cryptocurrency market contagi…Cryptocurrencies and stock market indices. Are they related? 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(2018)Does twitter predict Bitcoin?Adaptive market hypothesis and evolving predictability of bitcoin (2018)Adaptive market hypothesis an…Time-varying long-term memory in Bitcoin market (2017)Time-varying long-term memory…The inefficiency of Bitcoin revisited: A dynamic approach (2017)The inefficiency of Bitcoin r…Informational efficiency of Bitcoin—An extension (2017)Informational efficiency of B…An Empirical Study on Modeling and Prediction of Bitcoin Prices With Bayesian Neural Networks Based on Blockchain Information (2017)An Empirical Study on Modelin…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)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)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)Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)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)Using wavelets to decompose the time–frequency effects of monetary policy (2008)Herding behaviour in cryptocurrencies (2018)Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Théorie de la spéculation (1900)A new look at Cryptocurrencies (2017)Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Predicting the direction, maximum, minimum and closing prices of daily Bitcoin exchange rate using machine learning techniques (2018)Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques (2019)A Novel Cryptocurrency Price Prediction Model Using GRU, LSTM and bi-LSTM Machine Learning Algorithms (2021)Measuring Economic Policy Uncertainty* (2016)Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach (2019)Risk Transmissions between Bitcoin and Traditional Financial Assets during the COVID-19 Era: The Role of Global Uncertainties (2021)The cryptocurrency uncertainty index (2021)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Dynamic Conditional Correlation (2002)Bitcoin as a Safe Haven: Is It Even Worth Considering? (2018)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Searching for safe-haven assets during the COVID-19 pandemic (2020)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1996A test for independence based on the correlation dimension3,526 cited
  • 2016The Inefficiency of Bitcoin1,292 cited
  • 2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis989 cited
  • 2013BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era859 cited

Cited by

  • 2017The inefficiency of Bitcoin revisited: A dynamic approach615 cited
  • 2018Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis551 cited
  • 2017An Empirical Study on Modeling and Prediction of Bitcoin Prices With Bayesian Neural Networks Based on Blockchain Information458 cited
  • 2018Effects of the geopolitical risks on Bitcoin returns and volatility399 cited
  • 2018What Causes the Attention of Bitcoin?389 cited
  • 2018Does twitter predict Bitcoin?381 cited
  • 2017Informational efficiency of Bitcoin—An extension365 cited
  • 2018Liquidity and market efficiency in cryptocurrencies360 cited
  • 2018Price discovery of cryptocurrencies: Bitcoin and beyond

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326 cited
  • 2017Time-varying long-term memory in Bitcoin market296 cited
  • 2019Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios291 cited
  • 2019Cryptocurrencies and stock market indices. Are they related?289 cited
  • 2018Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets287 cited
  • 2018The Role of Bitcoin in Well Diversified Portfolios: A Comparative Global Study270 cited
  • 2018Adaptive market hypothesis and evolving predictability of bitcoin267 cited
  • 2019Does gold or Bitcoin hedge economic policy uncertainty?266 cited