SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Momentum trading in cryptocurrencies: Short-term returns and diversification benefits
16 references·10 citing·37 second hop
Momentum trading in cryptocurrencies: Short-term returns and diversification benefits (2019)Momentum trading in cryptocurrencies: Sho…Price discovery of cryptocurrencies: Bitcoin and beyond (2018)Price discovery of cryptocurr…Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Volatility estimation for Bit…The inefficiency of Bitcoin revisited: A dynamic approach (2017)The inefficiency of Bitcoin r…Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…A new look at Cryptocurrencies (2017)A new look at CryptocurrenciesThe Inefficiency of Bitcoin (2016)The Inefficiency of BitcoinOn the inefficiency of Bitcoin (2016)On the inefficiency of BitcoinOn the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)On the hedge and safe haven p…Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Speculative bubbles in Bitcoi…Momentum has its moments (2014)Momentum has its momentsBitcoins as an investment or speculative vehicle? A first look (2014)Bitcoins as an investment or …BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era (2013)BitCoin meets Google Trends a…Currency momentum strategies (2012)Currency momentum strategiesMomentum strategies in commodity futures markets (2007)Momentum strategies in commod…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Linking environmental corporate social responsibility to firm performance: The role of partnership restructure (2023)Linking environmental corpora…Cryptocurrency market microstructure: a systematic literature review (2023)Cryptocurrency market microst…Machine Learning and the Cross-Section of Cryptocurrency Returns (2022)Machine Learning and the Cros…Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets (2021)Up or down? Short-term revers…Lottery-like preferences and the MAX effect in the cryptocurrency market (2021)Lottery-like preferences and …Seasonality in the Cross-Section of Cryptocurrency Returns (2020)Seasonality in the Cross-Sect…Momentum effects in the cryptocurrency market after one-day abnormal returns (2020)Momentum effects in the crypt…MAX Momentum in Cryptocurrency Markets (2020)MAX Momentum in Cryptocurrenc…Higher moments, extreme returns, and cross–section of cryptocurrency returns (2020)Higher moments, extreme retur…Cryptocurrency Trading Using Machine Learning (2020)Cryptocurrency Trading Using …Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)ARCH modeling in finance (1992)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)A test for independence based on the correlation dimension (1996)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)A literature review of technical analysis on stock markets (2017)Volatility‐Managed Portfolios (2017)Risk Everywhere: Modeling and Managing Volatility (2018)Risk, Return, and Equilibrium: Empirical Tests (1973)Does the Stock Market Overreact? (1985)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)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)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)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Correlations in Price Changes and Volatility across International Stock Markets (1990)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)An Empirical Study on Modeling and Prediction of Bitcoin Prices With Bayesian Neural Networks Based on Blockchain Information (2017)Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis (2018)
this work references cited by second hop

References

  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 2002Dynamic Conditional Correlation7,126 cited
  • 2016On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?1,441 cited
  • 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin1,386 cited
  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,342 cited
  • 2016The Inefficiency of Bitcoin1,292 cited
  • 2017Volatility estimation for Bitcoin: A comparison of GARCH models1,095 cited
  • 2013BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era859 cited
  • 2014Momentum has its moments698 cited
  • 2016On the inefficiency of Bitcoin636 cited
  • 2014Bitcoins as an investment or speculative vehicle? A first look635 cited
  • 2017The inefficiency of Bitcoin revisited: A dynamic approach615 cited
  • 2012Currency momentum strategies534 cited
  • 2007Momentum strategies in commodity futures markets461 cited
  • 2017A new look at Cryptocurrencies344 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2018Price discovery of cryptocurrencies: Bitcoin and beyond326 cited
  • Cited by

    • 2020MAX Momentum in Cryptocurrency Markets59 cited
    • 2020Cryptocurrency Trading Using Machine Learning55 cited
    • 2020Higher moments, extreme returns, and cross–section of cryptocurrency returns50 cited
    • 2020Seasonality in the Cross-Section of Cryptocurrency Returns49 cited
    • 2023Linking environmental corporate social responsibility to firm performance: The role of partnership restructure46 cited
    • 2021Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets43 cited
    • 2023Cryptocurrency market microstructure: a systematic literature review42 cited
    • 2021Lottery-like preferences and the MAX effect in the cryptocurrency market37 cited
    • 2020Momentum effects in the cryptocurrency market after one-day abnormal returns33 cited
    • 2022Machine Learning and the Cross-Section of Cryptocurrency Returns30 cited