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Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies
10 references·7 citing·53 second hop
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(2020)Halal tourism: exploring innovative marketing opportunities for entrepreneurs (2021)Investment banking, reputation, and the underpricing of initial public offerings (1986)Why new issues are underpriced (1986)The Long‐Run Performance of initial Public Offerings (1991)Initial Coin Offerings and the Value of Crypto Tokens (2018)Entrepreneurial Finance and Moral Hazard: Evidence from Token Offerings (2019)Common Risk Factors in Cryptocurrency (2022)Comparing Predictive Accuracy (1994)Comparing Predictive Accuracy (1995)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)How well do investor sentiment and ensemble learning predict Bitcoin prices? 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this work references cited by second hop

References

  • 1973The Behavior of Stock Prices on Fridays and Mondays826 cited
  • 2020Digital Tulips? Returns to investors in initial coin offerings303 cited
  • 2018CRIX an Index for cryptocurrencies194 cited
  • 2018Some stylized facts of the cryptocurrency market187 cited
  • 2019The influence of Bitcoin on Portfolio Diversification and Design173 cited
  • 2006Day-of-the-week effects in emerging stock markets155 cited
  • 2018The day of the week effect in the cryptocurrency market153 cited
  • 2021Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies118 cited
  • 2019Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach*112 cited
  • 2018Q3-D3-LSA: D3.js and Generalized Vector Space Models for Statistical Computing6 cited

Cited by

  • 2021Forecasting Bitcoin with technical analysis: A not-so-random forest?66 cited
  • 2022Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic53 cited
  • 2023A survey of deep learning applications in cryptocurrency53 cited
  • 2023BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing39 cited

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2021
On the intraday return curves of Bitcoin: Predictability and trading opportunities
37 cited
  • 2022Intraday return predictability in the cryptocurrency markets: Momentum, reversal, or both33 cited
  • 2021Herding behaviour in Korea’s cryptocurrency market32 cited