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Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework
16 references·16 citing·30 second hopsampled
Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework (2019)Market efficiency of the top market-cap c…The inefficiency of Bitcoin revisited: A dynamic approach (2017)The inefficiency of Bitcoin r…The Inefficiency of Bitcoin (2016)The Inefficiency of BitcoinOn the inefficiency of Bitcoin (2016)On the inefficiency of BitcoinA simple panel unit root test in the presence of cross‐section dependence (2007)A simple panel unit root test…Panel unit root tests under cross‐sectional dependence (2005)Panel unit root tests under c…Testing for a unit root in panels with dynamic factors (2004)Testing for a unit root in pa…General Diagnostic Tests for Cross Section Dependence in Panels (2004)General Diagnostic Tests for …A PANIC Attack on Unit Roots and Cointegration (2004)A PANIC Attack on Unit Roots …Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Nonlinear IV unit root tests in panels with cross-sectional dependency (2002)Nonlinear IV unit root tests …A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…The overvaluation of purchasing power parity (1998)The overvaluation of purchasi…Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test (1996)Are Real Exchange Rates Nonst…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …On the efficiency and its drivers in the cryptocurrency market: the case of Bitcoin and Ethereum (2024)On the efficiency and its dri…Cryptocurrency volatility: A review, synthesis, and research agenda (2024)Cryptocurrency volatility: A …The dynamics of market efficiency of major cryptocurrencies (2023)The dynamics of market effici…Cryptocurrency market microstructure: a systematic literature review (2023)Cryptocurrency market microst…Interlinkages of cryptocurrency and stock markets during COVID-19 pandemic by applying a TVP-VAR extended joint connected approach (2022)Interlinkages of cryptocurren…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)An application of a TVP-VAR e…Performance of gold-backed cryptocurrencies during the COVID-19 crisis (2021)Performance of gold-backed cr…More to cryptos than bitcoin: A GARCH modelling of heterogeneous cryptocurrencies (2021)More to cryptos than bitcoin:…Efficiency in cryptocurrency markets: new evidence (2021)Efficiency in cryptocurrency …A Hybrid Method Based on Extreme Learning Machine and Wavelet Transform Denoising for Stock Prediction (2021)A Hybrid Method Based on Extr…Testing the random walk hypothesis for leading cryptocurrencies (2020)Testing the random walk hypot…Portfolio optimization in the era of digital financialization using cryptocurrencies (2020)Portfolio optimization in the…A novel two-stage approach for cryptocurrency analysis (2020)A novel two-stage approach fo…A Labeling Method for Financial Time Series Prediction Based on Trends (2020)A Labeling Method for Financi…The relationship between the economic policy uncertainty and the cryptocurrency market (2019)The relationship between the …Intraday efficiency-frequency nexus in the cryptocurrency markets (2019)Intraday efficiency-frequency…Statistical Methods for Meta-Analysis (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Biases in Dynamic Models with Fixed Effects (1981)Spatial Econometrics: Methods and Models (1988)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)The Purchasing Power Parity Puzzle (1996)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Introductory Econometrics for Finance (2008)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)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Statistical analysis of cointegration vectors (1988)A Simple Panel Unit Root Test in the Presence of Cross Section Dependence (2004)CO2 emissions, economic growth, energy consumption, trade and urbanization in new EU member and candidate countries: A panel data analysis (2014)Testing slope homogeneity in large panels (2007)Testing for Granger non-causality in heterogeneous panels (2012)The effect of renewable energy consumption on economic growth: Evidence from top 38 countries (2015)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 2003Testing for unit roots in heterogeneous panels15,333 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 2007A simple panel unit root test in the presence of cross‐section dependence12,758 cited
  • 2004General Diagnostic Tests for Cross Section Dependence in Panels8,718 cited
  • 1999A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test7,482 cited
  • 2004A PANIC Attack on Unit Roots and Cointegration1,890 cited
  • 2016The Inefficiency of Bitcoin1,292 cited
  • 1998The overvaluation of purchasing power parity1,208 cited
  • 2004Testing for a unit root in panels with dynamic factors939 cited
  • 2005Panel unit root tests under cross‐sectional dependence783 cited
  • 2016On the inefficiency of Bitcoin636 cited
  • 2017The inefficiency of Bitcoin revisited: A dynamic approach615 cited
  • 1996Are Real Exchange Rates Nonstationary? Evidence from a Panel-Data Test417 cited

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2002
Nonlinear IV unit root tests in panels with cross-sectional dependency
401 cited

Cited by

  • 2019The relationship between the economic policy uncertainty and the cryptocurrency market156 cited
  • 2022An 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 crisis128 cited
  • 2020Portfolio optimization in the era of digital financialization using cryptocurrencies114 cited
  • 2020A Labeling Method for Financial Time Series Prediction Based on Trends78 cited
  • 2019Intraday efficiency-frequency nexus in the cryptocurrency markets75 cited
  • 2021Performance of gold-backed cryptocurrencies during the COVID-19 crisis59 cited
  • 2022Interlinkages of cryptocurrency and stock markets during COVID-19 pandemic by applying a TVP-VAR extended joint connected approach58 cited
  • 2020Testing the random walk hypothesis for leading cryptocurrencies55 cited
  • 2023The dynamics of market efficiency of major cryptocurrencies54 cited
  • 2021Efficiency in cryptocurrency markets: new evidence52 cited
  • 2021A Hybrid Method Based on Extreme Learning Machine and Wavelet Transform Denoising for Stock Prediction45 cited
  • 2020A novel two-stage approach for cryptocurrency analysis45 cited
  • 2023Cryptocurrency market microstructure: a systematic literature review42 cited
  • 2024On the efficiency and its drivers in the cryptocurrency market: the case of Bitcoin and Ethereum42 cited
  • 2021More to cryptos than bitcoin: A GARCH modelling of heterogeneous cryptocurrencies41 cited
  • 2024Cryptocurrency volatility: A review, synthesis, and research agenda38 cited