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Are Bitcoin bubbles predictable? Combining a generalized Metcalfe’s Law and the Log-Periodic Power Law Singularity model
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Are Bitcoin bubbles predictable? Combining a generalized Metcalfe’s Law and the Log-Periodic Power Law Singularity model (2019)Are Bitcoin bubbles predictable? Combinin…What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis (2015)What Are the Main Drivers of …Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Speculative bubbles in Bitcoi…Social signals and algorithmic trading of Bitcoin (2015)Social signals and algorithmi…Financial Bubbles: Mechanisms and Diagnostics (2015)Financial Bubbles: Mechanisms…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…Metcalfe's Law after 40 Years of Ethernet (2013)Metcalfe's Law after 40 Years…BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era (2013)BitCoin meets Google Trends a…A stable and robust calibration scheme of the log-periodic power law model (2013)A stable and robust calibrati…Why Stock Markets Crash (2009)Why Stock Markets CrashOscillatory finite-time singularities in finance, population and rupture (2002)Oscillatory finite-time singu…CRASHES AS CRITICAL POINTS (2000)CRASHES AS CRITICAL POINTSPredicting financial crashes using discrete scale invariance (1999)Predicting financial crashes …A random walk down Wall Street: including a life-cycle guide to personal investing (1996)A random walk down Wall Stree…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 …Cryptocurrency Valuation: An Explainable AI Approach (2023)Cryptocurrency Valuation: An …Investor sentiment and bitcoin prices (2022)Investor sentiment and bitcoi…Deconstruction of the Green Bubble during COVID-19 International Evidence (2022)Deconstruction of the Green B…Bitcoin ve Altcoin Kripto Para Piyasalarında Finansal Balonlar (2021)Bitcoin ve Altcoin Kripto Par…Real-time prediction of Bitcoin bubble crashes (2020)Real-time prediction of Bitco…Dissection of Bitcoin’s multiscale bubble history from January 2012 to February 2018 (2019)Dissection of Bitcoin’s multi…Manias, Panics, and Crashes: A History of Financial Crises (1979)This Time Is Different (2009)This Time Is Different (2009)Some stylized facts of the Bitcoin market (2017)Co-explosivity in the cryptocurrency market (2018)Persistence in the cryptocurrency market (2018)A test for independence based on the correlation dimension (1996)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)The Inefficiency of Bitcoin (2016)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Does the Stock Market Overreact? (1985)Discrete hierarchical organization of social group sizes (2005)Physical approach to complex systems (2012)Negative bubbles and shocks in cryptocurrency markets (2016)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)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 Adjustment of Stock Prices to New Information (1969)Computational Social Science (2009)Twitter mood predicts the stock market (2011)Predicting Fluctuations in Cryptocurrency Transactions Based on User Comments and Replies (2016)Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? (2017)Using wavelets to decompose the time–frequency effects of monetary policy (2008)Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Speculative bubbles, crashes and rational expectations (1979)ARCH modeling in finance (1992)Dragon-Kings, Black Swans and the Prediction of Crises (2009)The 2006–2008 oil bubble: Evidence of speculation, and prediction (2009)Physics and financial economics (1776–2014): puzzles, Ising and agent-based models (2014)A Random Walk Down Wall Street (1973)Why Stock Markets Crash: Critical Events in Complex Financial Systems (2004)Is there a real-estate bubble in the US? (2005)A General Empirical Law of Public Budgets: A Comparative Analysis (2009)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin1,386 cited
  • 2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis989 cited
  • 2013BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era859 cited
  • 2000CRASHES AS CRITICAL POINTS525 cited
  • 2014The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy466 cited
  • 2015Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices368 cited
  • 2009Why Stock Markets Crash322 cited
  • 1999Predicting financial crashes using discrete scale invariance318 cited
  • 2013Metcalfe's Law after 40 Years of Ethernet239 cited
  • 1996A random walk down Wall Street: including a life-cycle guide to personal investing231 cited
  • 2015Social signals and algorithmic trading of Bitcoin207 cited
  • 2013A stable and robust calibration scheme of the log-periodic power law model170 cited

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2002
Oscillatory finite-time singularities in finance, population and rupture
141 cited
  • 2015Financial Bubbles: Mechanisms and Diagnostics110 cited
  • Cited by

    • 2019Dissection of Bitcoin’s multiscale bubble history from January 2012 to February 201884 cited
    • 2020Real-time prediction of Bitcoin bubble crashes78 cited
    • 2022Investor sentiment and bitcoin prices40 cited
    • 2021Bitcoin ve Altcoin Kripto Para Piyasalarında Finansal Balonlar33 cited
    • 2022Deconstruction of the Green Bubble during COVID-19 International Evidence30 cited
    • 2023Cryptocurrency Valuation: An Explainable AI Approach23 cited