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Understanding risk of bubbles in cryptocurrencies
16 references·9 citing·42 second hop
Understanding risk of bubbles in cryptocurrencies (2020)Understanding risk of bubbles in cryptocu…Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Does economic policy uncertai…RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)RETRACTED: Datestamping the B…Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Does Bitcoin hedge global unc…Can volume predict Bitcoin returns and volatility? A quantiles-based approach (2017)Can volume predict Bitcoin re…Negative bubbles and shocks in cryptocurrency markets (2016)Negative bubbles and shocks i…Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles (2015)Testing for multiple bubbles:…TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)TESTING FOR MULTIPLE BUBBLES:…Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Speculative bubbles in Bitcoi…Predicting the Present with Google Trends (2012)Predicting the Present with G…In Search of Attention (2011)In Search of AttentionEXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)EXPLOSIVE BEHAVIOR IN THE 199…Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Standard Errors for Pa…Explosive Rational Bubbles in Stock Prices (1988)Explosive Rational Bubbles in…Bubbles, Rational Expectations and Financial Markets (1982)Bubbles, Rational Expectation…On the Estimation of Security Price Volatilities from Historical Data (1980)On the Estimation of Security…Conditional logit analysis of qualitative choice behavior (1972)Conditional logit analysis of…THE REAL SECTOR OF THE ECONOMY OF THE KOMI REPUBLIC IN MODERN CONDITIONS (2024)THE REAL SECTOR OF THE ECONOM…The great crypto crash in September 2018: why did the cryptocurrency market collapse? (2023)The great crypto crash in Sep…Will memecoins’ surge trigger a crypto crash? Evidence from the connectedness between leading cryptocurrencies and memecoins (2022)Will memecoins’ surge trigger…Uncertainty and Risk in the Cryptocurrency Market (2022)Uncertainty and Risk in the C…Metaverse and metaverse cryptocurrencies (meta coins): bubbles or future (2022)Metaverse and metaverse crypt…Interdependence, contagion and speculative bubbles in cryptocurrency markets (2022)Interdependence, contagion an…Trading Cryptocurrencies as a Pandemic Pastime: COVID-19 Lockdowns and Bitcoin Volume (2021)Trading Cryptocurrencies as a…Positive tone and initial coin offering (2021)Positive tone and initial coi…Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19? – New evidence from quantile coherency analysis (2021)Do cryptocurrencies hedge aga…A test for independence based on the correlation dimension (1996)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)The Inefficiency of Bitcoin (2016)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)The monetary dynamics of hyperinflation (1956)Stock Prices and Social Dynamics (1984)Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices (2001)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Testing for a Unit Root in Time Series Regression (1988)Dating the timeline of financial bubbles during the subprime crisis (2011)The Pricing of Options and Corporate Liabilities (1973)The valuation of options for alternative stochastic processes (1976)Estimating betas from nonsynchronous data (1977)Range‐Based Estimation of Stochastic Volatility Models (2002)Forecasting Volatility in Financial Markets: A Review (2003)Volatility forecast comparison using imperfect volatility proxies (2010)Specification Tests in Econometrics (1978)Common risk factors in the returns on stocks and bonds (1993)Econometric Analysis of Cross Section and Panel Data (2001)Impacts of urbanization and industrialization on energy consumption/CO2 emissions: Does the level of development matter? (2015)Effect of foreign direct investments, economic development and energy consumption on greenhouse gas emissions in developing countries (2018)Dynamic relationship among environmental regulation, innovation, CO2 emissions, population, and economic growth in OECD countries: A panel investigation (2019)Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Oil prices, US stock return, and the dependence between their quantiles (2015)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Dynamic connectedness and integration in cryptocurrency markets (2018)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Risk, Return, and Equilibrium: Empirical Tests (1973)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Attention to Global Warming (2019)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Corn Cash Price Forecasting (2020)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Macroeconomics and Reality (1980)Discrete Choice Methods with Simulation (2001)Big data in tourism research: A literature review (2018)Text as Data (2019)
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References

  • 1972Conditional logit analysis of qualitative choice behavior14,281 cited
  • 2007Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence3,354 cited
  • 2011In Search of Attention3,088 cited
  • 2012Predicting the Present with Google Trends2,353 cited
  • 1980On the Estimation of Security Price Volatilities from Historical Data1,538 cited
  • 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin1,386 cited
  • 1982Bubbles, Rational Expectations and Financial Markets1,130 cited
  • 2009EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?*1,130 cited
  • 2015TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 5001,123 cited
  • 2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions816 cited
  • 2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach718 cited
  • 1988Explosive Rational Bubbles in Stock Prices705 cited
  • 2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation694 cited
  • 2017RETRACTED: Datestamping the Bitcoin and Ethereum bubbles655 cited
  • 2016

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Negative bubbles and shocks in cryptocurrency markets
508 cited
  • 2015Testing for multiple bubbles: limit theory of real-time detectors: Testing for multiple bubbles479 cited
  • Cited by

    • 2021Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19? – New evidence from quantile coherency analysis116 cited
    • 2022Metaverse and metaverse cryptocurrencies (meta coins): bubbles or future42 cited
    • 2021Trading Cryptocurrencies as a Pandemic Pastime: COVID-19 Lockdowns and Bitcoin Volume31 cited
    • 2022Interdependence, contagion and speculative bubbles in cryptocurrency markets30 cited
    • 2023The great crypto crash in September 2018: why did the cryptocurrency market collapse?29 cited
    • 2022Will memecoins’ surge trigger a crypto crash? Evidence from the connectedness between leading cryptocurrencies and memecoins25 cited
    • 2022Uncertainty and Risk in the Cryptocurrency Market24 cited
    • 2021Positive tone and initial coin offering20 cited
    • 2024THE REAL SECTOR OF THE ECONOMY OF THE KOMI REPUBLIC IN MODERN CONDITIONS1 cited