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The profitability of technical trading rules in the Bitcoin market · Study

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ArticleThe profitability of technical trading rules in the Bitcoin market

Dirk F. Gerritsen2019

OA

Articlebronze2019

The profitability of technical trading rules in the Bitcoin market

Dirk F. Gerritsen · Elie I. Bouri · Ehsan Ramezanifar · David Roubaud

103 citations·0/0 files stored·Finance research letters

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Financial Markets and Investment Strategies Blockchain Technology Applications and Security Stock Market Forecasting Methods

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References

1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns 2004The Adaptive Markets Hypothesis 2015Bitcoin, gold and the dollar – A GARCH volatility analysis 1992The use of technical analysis in the foreign exchange market 2014Forecasting the Equity Risk Premium: The Role of Technical Indicators 2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis 2008Robust performance hypothesis testing with the Sharpe ratio 2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions

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2021Bitcoin: A safe haven asset and a winner amid political and economic uncertainties in the US?2020Economic policy uncertainty and cryptocurrency volatility 2019The relationship between the economic policy uncertainty and the cryptocurrency market 2021Speculation and lottery-like demand in cryptocurrency markets 2019Technical trading rules in the cryptocurrency market

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Year2019

Typearticle

Published2019-08-13

VenueFinance research letters

ISSN-L1544-6123

Languageen

Citations103

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.frl.2019.08.011

openalex_workW2967069906

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2022

Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?

2019Intraday efficiency-frequency nexus in the cryptocurrency markets

2020A complete empirical ensemble mode decomposition and support vector machine-based approach to predict Bitcoin prices