Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Bitcoin price–volume: A multifractal cross-correlation approach

16 references·16 citing·48 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

2015Bitcoin, gold and the dollar – A GARCH volatility analysis1,552 cited
2008Multifractal detrended cross-correlation analysis for two nonstationary signals769 cited
2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach718 cited
2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation694 cited
2017RETRACTED: Datestamping the Bitcoin and Ethereum bubbles655 cited
2016Negative bubbles and shocks in cryptocurrency markets508 cited
2017Some stylized facts of the Bitcoin market449 cited
2011Statistical tests for power-law cross-correlated processes443 cited
2009Quantifying cross-correlations using local and global detrending approaches424 cited
2018Co-explosivity in the cryptocurrency market369 cited
2017Price clustering in Bitcoin355 cited
2018Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets287 cited
2018RETRACTED: Trading volume and the predictability of return and volatility in the cryptocurrency market245 cited
2018The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test226 cited

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

2011

Multifractal height cross-correlation analysis: A new method for analyzing long-range cross-correlations

208 cited

2018On Bitcoin markets (in)efficiency and its evolution198 cited

Cited by

2019Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis104 cited
2021Energy Consumption and Bitcoin Market95 cited
2022Dynamic dependence and predictability between volume and return of Non-Fungible Tokens (NFTs): The roles of market factors and geopolitical risks64 cited
2020Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets35 cited
2020Does transaction activity predict Bitcoin returns? Evidence from quantile-on-quantile analysis35 cited
2020The pricing of bad contagion in cryptocurrencies: A four-factor pricing model35 cited
2020Technical Analysis on the Bitcoin Market: Trading Opportunities or Investors’ Pitfall?34 cited
2020Bitcoin Sentiment Index, Bitcoin Performance and US Dollar Exchange Rate32 cited
2023An analysis of the return–volume relationship in decentralised finance (DeFi)29 cited
2019Relationship between price and volume in the Bitcoin market25 cited
2020One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns25 cited
2020After the Splits: Information Flow between Bitcoin and Bitcoin Family24 cited
2022Market efficiency of the cryptocurrencies: Some new evidence based on price–volume relationship23 cited
2021Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets23 cited
2020Does policy uncertainty of the blockchain dampen ICO markets?22 cited
2021Effect of introducing Bitcoin futures on the underlying Bitcoin market efficiency: A multifractal analysis20 cited