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The day-of-the-week pattern of price clustering in Bitcoin
8 references·1 citing·36 second hop
The day-of-the-week pattern of price clustering in Bitcoin (2018)The day-of-the-week pattern of price clus…Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Volatility estimation for Bit…The inefficiency of Bitcoin revisited: A dynamic approach (2017)The inefficiency of Bitcoin r…Seasonal anomalies in advanced emerging stock markets (2017)Seasonal anomalies in advance…Price clustering in Bitcoin (2017)Price clustering in BitcoinA new look at Cryptocurrencies (2017)A new look at CryptocurrenciesThe Inefficiency of Bitcoin (2016)The Inefficiency of BitcoinOn the inefficiency of Bitcoin (2016)On the inefficiency of BitcoinThe Day-of-the-Week Effect: New Evidence from the Chinese Stock Market (2006)The Day-of-the-Week Effect: N…Disentangling the relationship between Bitcoin and market attention measures (2019)Disentangling the relationshi…Stock returns and the weekend effect (1980)Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)China share issue privatization: the extent of its success (2003)The impact of thin trading on day‐of‐the‐week effect (2008)Stock return seasonalities and investor structure: Evidence from China's B-share markets (2010)Day-of-the-week effect and volatility in stock returns: evidence from the Indian stock market (2023)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)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)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)A test for independence based on the correlation dimension (1996)An Empirical Study on Modeling and Prediction of Bitcoin Prices With Bayesian Neural Networks Based on Blockchain Information (2017)Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis (2018)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Market anomalies and data persistence: The case of the day-of-the-week effect (2019)Rise and fall of calendar anomalies over a century (2019)Day‐of‐the‐week effect and market liquidity: A comparative study from emerging stock markets of Asia † (2021)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)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Can volume predict Bitcoin returns and volatility? A quantiles-based approach (2017)Price discovery of cryptocurrencies: Bitcoin and beyond (2018)Return and volatility spillovers among cryptocurrencies (2018)Théorie de la spéculation (1900)Informational efficiency of Bitcoin—An extension (2017)What Causes the Attention of Bitcoin? (2018)Fractional Differencing (1981)Modelling Financial Time Series (2007)Regime changes in Bitcoin GARCH volatility dynamics (2018)Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios (2019)Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis (2019)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)In Search of Attention (2011)
this work references cited by second hop

References

  • 2016The Inefficiency of Bitcoin1,292 cited
  • 2017Volatility estimation for Bitcoin: A comparison of GARCH models1,095 cited
  • 2016On the inefficiency of Bitcoin636 cited
  • 2017The inefficiency of Bitcoin revisited: A dynamic approach615 cited
  • 2017Price clustering in Bitcoin355 cited
  • 2017A new look at Cryptocurrencies344 cited
  • 2017Seasonal anomalies in advanced emerging stock markets56 cited
  • 2006The Day-of-the-Week Effect: New Evidence from the Chinese Stock Market45 cited

Cited by

  • 2019Disentangling the relationship between Bitcoin and market attention measures25 cited

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