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The adaptive market hypothesis in the high frequency cryptocurrency market · Study

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ArticleThe adaptive market hypothesis in the high frequency cryptocurrency market

Jeffrey Chu2019

Article2019

The adaptive market hypothesis in the high frequency cryptocurrency market

Jeffrey Chu · Yuanyuan Zhang · Stephen Chan

140 citations·0/0 files stored·International Review of Financial Analysis

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1980On the Impossibility of Informationally Efficient Markets 1980On the Impossibility of Informationally Efficient Markets 2004The Adaptive Markets Hypothesis 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets 2016The Inefficiency of Bitcoin

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Year2019

Typearticle

Published2019-06-05

VenueInternational Review of Financial Analysis

ISSN-L1057-5219

Languageen

Citations140

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.irfa.2019.05.008

openalex_workW2950858433

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