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Principal component analysis based construction and evaluation of cryptocurrency index
16 references·1 citing·46 second hop
Principal component analysis based construction and evaluation of cryptocurrency index (2020)Principal component analysis based constr…Common Risk Factors in Cryptocurrency (2022)Common Risk Factors in Crypto…A three-factor pricing model for cryptocurrencies (2019)A three-factor pricing model …Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? (2018)Volatility connectedness in t…Return and volatility spillovers among cryptocurrencies (2018)Return and volatility spillov…CRIX an Index for cryptocurrencies (2018)CRIX an Index for cryptocurre…Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Bitcoin is not the New Gold –…The best of two worlds: Forecasting high frequency volatility for cryptocurrencies and traditional currencies with Support Vector Regression (2017)The best of two worlds: Forec…RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)RETRACTED: Datestamping the B…Evolutionary dynamics of the cryptocurrency market (2017)Evolutionary dynamics of the …Cryptocurrency: A New Investment Opportunity? (2017)Cryptocurrency: A New Investm…A Statistical Analysis of Cryptocurrencies (2017)A Statistical Analysis of Cry…Predicting Fluctuations in Cryptocurrency Transactions Based on User Comments and Replies (2016)Predicting Fluctuations in Cr…Negative bubbles and shocks in cryptocurrency markets (2016)Negative bubbles and shocks i…A theory of power-law distributions in financial market fluctuations (2003)A theory of power-law distrib…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…The effect of business experience on fintech behavioural adoption among MSME managers: the mediating role of digital financial literacy and its components (2025)The effect of business experi…Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Human behavior and the principle of least effort (1949)Continuous Auctions and Insider Trading (1985)The variation of certain speculative prices (1997)The Cross‐Section of Volatility and Expected Returns (2006)Modelling the scaling properties of human mobility (2010)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Manias, Panics, and Crashes: A History of Financial Crises (1979)Empirical properties of asset returns: stylized facts and statistical issues (2001)The Econometrics of Financial Markets (2012)Co-explosivity in the cryptocurrency market (2018)Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin (2019)Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis (2019)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Dynamic Conditional Correlation (2002)Volatility co-movement between Bitcoin and Ether (2018)High frequency volatility co-movements in cryptocurrency markets (2019)A systematic literature review of investor behavior in the cryptocurrency markets (2023)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Searching for safe-haven assets during the COVID-19 pandemic (2020)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Cryptocurrency forecasting with deep learning chaotic neural networks (2018)Quantile connectedness in the cryptocurrency market (2021)A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies (2022)The Extreme Value Method for Estimating the Variance of the Rate of Return (1980)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Information interdependence among energy, cryptocurrency and major commodity markets (2019)Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies (2022)Stock Prices and Social Dynamics (1984)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Risks and Returns of Cryptocurrency (2018)Bitcoin: A safe haven asset and a winner amid political and economic uncertainties in the US? (2021)Equilibrium Bitcoin Pricing (2023)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 2003A theory of power-law distributions in financial market fluctuations1,283 cited
  • 2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance832 cited
  • 2017RETRACTED: Datestamping the Bitcoin and Ethereum bubbles655 cited
  • 2022Common Risk Factors in Cryptocurrency623 cited
  • 2016Negative bubbles and shocks in cryptocurrency markets508 cited
  • 2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?436 cited
  • 2017Cryptocurrency: A New Investment Opportunity?348 cited
  • 2018Return and volatility spillovers among cryptocurrencies330 cited
  • 2016Predicting Fluctuations in Cryptocurrency Transactions Based on User Comments and Replies286 cited
  • 2017The best of two worlds: Forecasting high frequency volatility for cryptocurrencies and traditional currencies with Support Vector Regression257 cited
  • 2017Evolutionary dynamics of the cryptocurrency market233 cited
  • 2017A Statistical Analysis of Cryptocurrencies197 cited
  • 2018CRIX an Index for cryptocurrencies

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194 cited
  • 2019A three-factor pricing model for cryptocurrencies146 cited
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    • 2025The effect of business experience on fintech behavioural adoption among MSME managers: the mediating role of digital financial literacy and its components23 cited