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How does the informed trading impact Bitcoin returns and volatility?
16 references·0 citing·37 second hopsampled
How does the informed trading impact Bitcoin returns and volatility? (2020)How does the informed trading impact Bitc…What Causes the Attention of Bitcoin? (2018)What Causes the Attention of …Effects of the geopolitical risks on Bitcoin returns and volatility (2018)Effects of the geopolitical r…Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Does economic policy uncertai…Asymmetric Volatility in Cryptocurrencies (2018)Asymmetric Volatility in Cryp…Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Volatility estimation for Bit…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…Hedging capabilities of bitcoin. Is it the virtual gold? (2015)Hedging capabilities of bitco…Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements (2005)Forecasting daily variability…Asymmetric Volatility and Risk in Equity Markets (2000)Asymmetric Volatility and Ris…Volume, Volatility, and the Dispersion of Beliefs (1993)Volume, Volatility, and the D…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…A Model of Intertemporal Asset Prices Under Asymmetric Information (1993)A Model of Intertemporal Asse…On the aggregation of information in competitive markets (1980)On the aggregation of informa…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)On the Impossibility of Informationally Efficient Markets (1980)Herd Behavior and Investment (1988)Differences of Opinion Make a Horse Race (1993)Volume, Volatility, Price, and Profit When All Traders Are Above Average (1998)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)Optimum consumption and portfolio rules in a continuous-time model (1971)Asset Prices in an Exchange Economy (1978)The equity premium: A puzzle (1985)The Geography of Investment: Informed Trading and Asset Prices (2001)Is Information Risk a Determinant of Asset Returns? (2002)Information and the Cost of Capital (2004)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2009)Virtual currency, tangible return: Portfolio diversification with bitcoin (2015)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)Dynamic Conditional Correlation (2002)Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)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)Oil prices, US stock return, and the dependence between their quantiles (2015)Measuring Economic Policy Uncertainty* (2016)Dynamic connectedness and integration in cryptocurrency markets (2018)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices (2001)The Determinants of Credit Spread Changes (2001)The distribution of realized stock return volatility (2001)
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References

  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,063 cited
  • 2016On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?1,569 cited
  • 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin1,473 cited
  • 2000Asymmetric Volatility and Risk in Equity Markets1,471 cited
  • 2016The Inefficiency of Bitcoin1,404 cited
  • 1980On the aggregation of information in competitive markets1,247 cited
  • 2017Volatility estimation for Bitcoin: A comparison of GARCH models1,177 cited
  • 2015Hedging capabilities of bitcoin. Is it the virtual gold?1,058 cited
  • 1993A Model of Intertemporal Asset Prices Under Asymmetric Information714 cited
  • 2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation694 cited
  • 2016On the inefficiency of Bitcoin637 cited
  • 2005Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements552 cited
  • 1993Volume, Volatility, and the Dispersion of Beliefs478 cited
  • 2018Effects of the geopolitical risks on Bitcoin returns and volatility399 cited
  • 2018

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What Causes the Attention of Bitcoin?
389 cited
  • 2018Asymmetric Volatility in Cryptocurrencies372 cited
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