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RETRACTED: Trading volume and the predictability of return and volatility in the cryptocurrency market
6 references·16 citing·51 second hop
RETRACTED: Trading volume and the predictability of return and volatility in the cryptocurrency market (2018)RETRACTED: Trading volume and the predict…Price manipulation in the Bitcoin ecosystem (2018)Price manipulation in the Bit…Co-explosivity in the cryptocurrency market (2018)Co-explosivity in the cryptoc…Time-varying long-term memory in Bitcoin market (2017)Time-varying long-term memory…Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…Can volume predict Bitcoin returns and volatility? A quantiles-based approach (2017)Can volume predict Bitcoin re…A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)A Subordinated Stochastic Pro…Thermal coal futures trading volume predictions through the neural network (2024)Thermal coal futures trading …Essays in International Finance (2024)Essays in International Finan…Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets (2023)Tail spillover effects betwee…An index of cryptocurrency environmental attention (ICEA) (2022)An index of cryptocurrency en…Cryptocurrency price prediction using traditional statistical and machine‐learning techniques: A survey (2021)Cryptocurrency price predicti…Understanding cryptocurrency volatility: The role of oil market shocks (2020)Understanding cryptocurrency …Prediction of cryptocurrency returns using machine learning (2020)Prediction of cryptocurrency …Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy (2020)Crude oil price and cryptocur…Bitcoin and gold price returns: A quantile regression and NARDL analysis (2020)Bitcoin and gold price return…“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet (2020)“Small things matter most”: T…The Effectiveness of Technical Trading Rules in Cryptocurrency Markets (2019)The Effectiveness of Technica…Do Bitcoin and other cryptocurrencies jump together? (2019)Do Bitcoin and other cryptocu…Cryptocurrencies: Herding and the transfer currency (2019)Cryptocurrencies: Herding and…A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets (2019)A Survey on Efficiency and Pr…Bitcoin price–volume: A multifractal cross-correlation approach (2018)Bitcoin price–volume: A multi…An Analysis of Bitcoin’s Price Dynamics (2018)An Analysis of Bitcoin’s Pric…The Analysis of Economic Time-Series-Part I: Prices (1953)An Intertemporal Capital Asset Pricing Model (1973)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The variation of certain speculative prices (1997)The Relation Between Price Changes and Trading Volume: A Survey (1987)A test for independence based on the correlation dimension (1996)RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)Dynamic connectedness and integration in cryptocurrency markets (2018)RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)Correlations in Price Changes and Volatility across International Stock Markets (1990)Dynamic Conditional Correlation (2002)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)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)Effects of the geopolitical risks on Bitcoin returns and volatility (2018)Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets (2018)Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios (2019)Is There a Bubble in the Housing Market? (2003)EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? (2018)A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets (2020)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Hedging capabilities of bitcoin. Is it the virtual gold? (2015)Financial implications of fourth industrial revolution: Can bitcoin improve prospects of energy investment? (2020)A tale of two tails among carbon prices, green and non-green cryptocurrencies (2022)Extreme connectedness between renewable energy tokens and fossil fuel markets (2022)Bounds testing approaches to the analysis of level relationships (2001)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Measuring Economic Policy Uncertainty* (2016)Quantile spillovers and dependence between Bitcoin, equities and strategic commodities (2020)Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic (2021)An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis (2022)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)China commodity price index (CCPI) forecasting via the neural network (2025)LATE AND EARLY INDICA RICE’S PRICE FORECASTS THROUGH NEURAL NETWORKS (2025)Peanut oil price change forecasts through the neural network (2025)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020)The predictive power of public Twitter sentiment for forecasting cryptocurrency prices (2020)Deep learning-based exchange rate prediction during the COVID-19 pandemic (2021)Implications of cryptocurrency energy usage on climate change (2022)On technical trading and social media indicators for cryptocurrency price classification through deep learning (2022)
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References

  • 1973A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices2,781 cited
  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,342 cited
  • 2018Price manipulation in the Bitcoin ecosystem746 cited
  • 2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach718 cited
  • 2018Co-explosivity in the cryptocurrency market369 cited
  • 2017Time-varying long-term memory in Bitcoin market296 cited

Cited by

  • 2020Prediction of cryptocurrency returns using machine learning265 cited
  • 2020Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy243 cited
  • 2024Thermal coal futures trading volume predictions through the neural network215 cited
  • 2020Bitcoin and gold price returns: A quantile regression and NARDL analysis185 cited
  • 2022An index of cryptocurrency environmental attention (ICEA)182 cited
  • 2021Cryptocurrency price prediction using traditional statistical and machine‐learning techniques: A survey179 cited
  • 2020“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet126 cited
  • 2019A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets

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125 cited
  • 2024Essays in International Finance122 cited
  • 2019The Effectiveness of Technical Trading Rules in Cryptocurrency Markets118 cited
  • 2019Do Bitcoin and other cryptocurrencies jump together?111 cited
  • 2018Bitcoin price–volume: A multifractal cross-correlation approach111 cited
  • 2018An Analysis of Bitcoin’s Price Dynamics100 cited
  • 2023Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets100 cited
  • 2019Cryptocurrencies: Herding and the transfer currency94 cited
  • 2020Understanding cryptocurrency volatility: The role of oil market shocks90 cited