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Is Bitcoin a bubble? · Study

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ArticleIs Bitcoin a bubble?

Pedro Chaim2018

Article2018

Is Bitcoin a bubble?

Pedro Chaim · Márcio Poletti Laurini

137 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Stochastic processes and financial applications Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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References

1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin 2016The Inefficiency of Bitcoin 1988Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets 2015TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis 1991Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets 2013BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era

Cited by

2021Speculation and lottery-like demand in cryptocurrency markets 2019Calendar effects in Bitcoin returns and volatility 2020Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility 2019What drives Bitcoin’s price crash risk?2021Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China

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2019CRYPTOCURRENCIES IN FINANCE: REVIEW AND APPLICATIONSarticle · 9 shared references 2019Detecting bubbles in Bitcoin price dynamics via market exuberancearticle · 8 shared references 2019News and subjective beliefs: A Bayesian approach to Bitcoin investmentsarticle · 8 shared references 2020A systematic review of the bubble dynamics of cryptocurrency pricesreview · 7 shared references 2019Spillover Risks on Cryptocurrency Markets: A Look from VAR-SVAR Granger Causality and Student’s-t Copulasarticle · 7 shared references 2022Bubbles all the way down? Detecting and date-stamping bubble behaviours in NFT and DeFi marketsarticle · 7 shared references

Details

Year2018

Typearticle

Published2018-11-13

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations137

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.physa.2018.11.031

openalex_workW2901136273

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2022Speculative bubbles and herding in cryptocurrencies

2021Investor attention and cryptocurrency: Evidence from the Bitcoin market

2020Returns and volume: Frequency connectedness in cryptocurrency markets