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Is Bitcoin a bubble?
16 references·16 citing·45 second hopsampled
Is Bitcoin a bubble? (2018)Is Bitcoin a bubble?Price manipulation in the Bitcoin ecosystem (2018)Price manipulation in the Bit…Co-explosivity in the cryptocurrency market (2018)Co-explosivity in the cryptoc…RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)RETRACTED: Datestamping the B…The 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 …TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)TESTING FOR MULTIPLE BUBBLES:…Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Speculative bubbles in Bitcoi…Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices (2015)Crypto-currency bubbles: an a…The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy (2014)The digital traces of bubbles…BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era (2013)BitCoin meets Google Trends a…Moment explosions in stochastic volatility models (2006)Moment explosions in stochast…The fundamental theorem of asset pricing for unbounded stochastic processes (1998)The fundamental theorem of as…A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)A Closed-Form Solution for Op…Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1991)Bubbles, Crashes, and Endogen…BUBBLES AND FADS IN ASSET PRICES (1989)BUBBLES AND FADS IN ASSET PRI…Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1988)Bubbles, Crashes, and Endogen…Speculative bubbles and herding in cryptocurrencies (2022)Speculative bubbles and herdi…Cryptocurrency returns under empirical asset pricing (2022)Cryptocurrency returns under …Speculation and lottery-like demand in cryptocurrency markets (2021)Speculation and lottery-like …Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China (2021)Is Bitcoin a better portfolio…Investor attention and cryptocurrency: Evidence from the Bitcoin market (2021)Investor attention and crypto…Cryptocurrencies’ Price Crash Risk and Crisis Sentiment (2021)Cryptocurrencies’ Price Crash…A differential evolution-based regression framework for forecasting Bitcoin price (2021)A differential evolution-base…Returns and volume: Frequency connectedness in cryptocurrency markets (2020)Returns and volume: Frequency…Predicting cryptocurrency defaults (2020)Predicting cryptocurrency def…Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility (2020)Economic fundamentals or inve…What drives Bitcoin’s price crash risk? (2019)What drives Bitcoin’s price c…Forecasting Bitcoin volatility: The role of leverage effect and uncertainty (2019)Forecasting Bitcoin volatilit…Detecting bubbles in Bitcoin price dynamics via market exuberance (2019)Detecting bubbles in Bitcoin …Contagion Effect in Cryptocurrency Market (2019)Contagion Effect in Cryptocur…Calendar effects in Bitcoin returns and volatility (2019)Calendar effects in Bitcoin r…Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics (2019)Bubble regime identification …A test for independence based on the correlation dimension (1996)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)A Theory of the Term Structure of Interest Rates (1985)Empirical Performance of Alternative Option Pricing Models (1997)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)The Cross‐Section of Volatility and Expected Returns (2006)The Bargaining Problem (1950)Rational Expectations and the Theory of Price Movements (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Bulls, bears and market sheep (1990)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Martingales and arbitrage in multiperiod securities markets (1979)Martingales and stochastic integrals in the theory of continuous trading (1981)LIBOR and swap market models and measures (1997)A Benchmark Approach to Quantitative Finance (2006)MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS (2006)A General Version of the Fundamental Theorem of Asset Pricing (1994) (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)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)Using wavelets to decompose the time–frequency effects of monetary policy (2008)Portfolio diversification with virtual currency: Evidence from bitcoin (2018)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)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Testing for a Unit Root in Time Series Regression (1988)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles (2015)Corn Cash Price Forecasting (2020)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)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)From Efficient Markets Theory to Behavioral Finance (2003)Field Experiments (2004)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
  • 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin1,386 cited
  • 2016The Inefficiency of Bitcoin1,292 cited
  • 1988Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets1,269 cited
  • 2015TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 5001,123 cited
  • 2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis989 cited
  • 1991Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets916 cited
  • 2013BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era859 cited
  • 2018Price manipulation in the Bitcoin ecosystem746 cited
  • 1998The fundamental theorem of asset pricing for unbounded stochastic processes710 cited
  • 2017RETRACTED: Datestamping the Bitcoin and Ethereum bubbles655 cited
  • 2014The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy466 cited
  • 2006Moment explosions in stochastic volatility models403 cited
  • 2018Co-explosivity in the cryptocurrency market369 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2015Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices368 cited
  • 1989BUBBLES AND FADS IN ASSET PRICES294 cited
  • Cited by

    • 2021Speculation and lottery-like demand in cryptocurrency markets98 cited
    • 2020Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility92 cited
    • 2019Calendar effects in Bitcoin returns and volatility92 cited
    • 2019What drives Bitcoin’s price crash risk?85 cited
    • 2021Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China82 cited
    • 2022Speculative bubbles and herding in cryptocurrencies78 cited
    • 2021Investor attention and cryptocurrency: Evidence from the Bitcoin market72 cited
    • 2020Returns and volume: Frequency connectedness in cryptocurrency markets70 cited
    • 2019Forecasting Bitcoin volatility: The role of leverage effect and uncertainty69 cited
    • 2021Cryptocurrencies’ Price Crash Risk and Crisis Sentiment67 cited
    • 2019Detecting bubbles in Bitcoin price dynamics via market exuberance67 cited
    • 2021A differential evolution-based regression framework for forecasting Bitcoin price55 cited
    • 2019Contagion Effect in Cryptocurrency Market51 cited
    • 2019Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics38 cited
    • 2022Cryptocurrency returns under empirical asset pricing35 cited
    • 2020Predicting cryptocurrency defaults34 cited