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Intraday efficiency-frequency nexus in the cryptocurrency markets · Study

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ArticleIntraday efficiency-frequency nexus in the cryptocurrency markets

Aylin Aslan2019

Article2019

Intraday efficiency-frequency nexus in the cryptocurrency markets

Aylin Aslan · Ahmet Şensoy

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

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

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References

1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS 2016On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?2016The Inefficiency of Bitcoin 1995ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY 1969Some long‐run properties of geophysical records 2016On the inefficiency of Bitcoin

Cited by

2021Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach 2021Cryptocurrency volatility forecasting: What can we learn from the first wave of the COVID-19 outbreak?2021High-frequency return and volatility spillovers among cryptocurrencies 2021Performance of gold-backed cryptocurrencies during the COVID-19 crisis 2023The dynamics of market efficiency of major cryptocurrencies 2021Efficiency in cryptocurrency markets: new evidence

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2019A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Marketsarticle · 14 shared references 2021Efficiency in cryptocurrency markets: new evidencearticle · 14 shared references 2019CRYPTOCURRENCIES IN FINANCE: REVIEW AND APPLICATIONSarticle · 14 shared references 2019News and subjective beliefs: A Bayesian approach to Bitcoin investmentsarticle · 13 shared references 2020Testing the random walk hypothesis for leading cryptocurrenciesarticle · 12 shared references 2019Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel frameworkarticle · 11 shared references

Details

Year2019

Typearticle

Published2019-09-24

VenueFinance research letters

ISSN-L1544-6123

Languageen

Citations75

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.frl.2019.09.013

openalex_workW2975834265

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2020Pairs Trading in Cryptocurrency Markets

2023Connectedness between cryptocurrencies using high-frequency data: A novel insight from the Silicon Valley Banks collapse