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Relationship between price and volume in the Bitcoin market
16 references·1 citing·33 second hop
Relationship between price and volume in the Bitcoin market (2019)Relationship between price and volume in …Co-explosivity in the cryptocurrency market (2018)Co-explosivity in the cryptoc…Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Volatility estimation for Bit…RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)RETRACTED: Datestamping the B…Price clustering in Bitcoin (2017)Price clustering in BitcoinCan volume predict Bitcoin returns and volatility? A quantiles-based approach (2017)Can volume predict Bitcoin re…The 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…Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices (2015)Crypto-currency bubbles: an a…Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Bitcoin, gold and the dollar …Bitcoins as an investment or speculative vehicle? A first look (2014)Bitcoins as an investment or …Asymmetric causality tests with an application (2011)Asymmetric causality tests wi…Statistical inference in vector autoregressions with possibly integrated processes (1995)Statistical inference in vect…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Bubbles in Bitcoin and Ethereum: The role of halving in the formation of super cycles (2024)Bubbles in Bitcoin and Ethere…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Job Market Signaling (1973)Renewable and non-renewable energy consumption and economic growth relationship revisited: Evidence from G7 countries (2012)On the causal dynamics between economic growth, renewable energy consumption, CO 2 emissions and trade openness: Fresh evidence from BRICS countries (2014)Energy consumption, financial development and economic growth in India: New evidence from a nonlinear and asymmetric analysis (2017)A test for independence based on the correlation dimension (1996)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Tourism as a long-run economic growth factor: the Spanish case (2002)Energy consumption, income, and carbon emissions in the United States (2006)Energy consumption, carbon emissions, and economic growth in China (2009)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)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)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)The Relation Between Price Changes and Trading Volume: A Survey (1987)Dynamic connectedness and integration in cryptocurrency markets (2018)RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Bounds testing approaches to the analysis of level relationships (2001)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Portfolio diversification with virtual currency: Evidence from bitcoin (2018)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1995Statistical inference in vector autoregressions with possibly integrated processes6,097 cited
  • 2015Bitcoin, gold and the dollar – A GARCH volatility analysis1,552 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
  • 2016The Inefficiency of Bitcoin1,292 cited
  • 2017Volatility estimation for Bitcoin: A comparison of GARCH models1,095 cited
  • 2011Asymmetric causality tests with an application880 cited
  • 2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach718 cited
  • 2017RETRACTED: Datestamping the Bitcoin and Ethereum bubbles655 cited
  • 2016On the inefficiency of Bitcoin636 cited
  • 2014Bitcoins as an investment or speculative vehicle? A first look635 cited
  • 2018Co-explosivity in the cryptocurrency market369 cited
  • 2015Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices

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368 cited
  • 2017Price clustering in Bitcoin355 cited
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    • 2024Bubbles in Bitcoin and Ethereum: The role of halving in the formation of super cycles20 cited