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Evolution of bitcoin as a Financial Asset
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Evolution of bitcoin as a Financial Asset (2021)Evolution of bitcoin as a Financial AssetCommon Risk Factors in Cryptocurrency (2022)Common Risk Factors in Crypto…Risks and Returns of Cryptocurrency (2020)Risks and Returns of Cryptocu…RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)RETRACTED: Is Bitcoin a bette…What can explain the price, volatility and trading volume of Bitcoin? (2018)What can explain the price, v…Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis (2018)Is Bitcoin a Hedge or Safe-Ha…Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Bitcoin is not the New Gold –…A Theory of ICOs: Diversification, Agency, and Information Asymmetry (2018)A Theory of ICOs: Diversifica…GARCH Modelling of Cryptocurrencies (2017)GARCH Modelling of Cryptocurr…Bitcoin, gold and the US dollar – A replication and extension (2017)Bitcoin, gold and the US doll…Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Bitcoin, gold and the dollar …New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing (2012)New Weighted Portmanteau Stat…Estimating stock market volatility using asymmetric GARCH models (2008)Estimating stock market volat…The variation of certain speculative prices (1997)The variation of certain spec…Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility (1996)Return Volatility and Trading…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Dynamic Conditional Correlation (2002)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)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)On Persistence in Mutual Fund Performance (1997)A Novel Cryptocurrency Price Prediction Model Using GRU, LSTM and bi-LSTM Machine Learning Algorithms (2021)Equilibrium Bitcoin Pricing (2023)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Risks and Returns of Cryptocurrency (2018)Bitcoin: A safe haven asset and a winner amid political and economic uncertainties in the US? (2021)Statistical aspects of ARCH and stochastic volatility (1996)The Economic Value of Volatility Timing (2001)Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)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)Bitcoin as a Safe Haven: Is It Even Worth Considering? (2018)
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References

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  • 2018What can explain the price, volatility and trading volume of Bitcoin?306 cited
  • 2018A Theory of ICOs: Diversification, Agency, and Information Asymmetry

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298 cited
  • 2008Estimating stock market volatility using asymmetric GARCH models274 cited
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