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ArticlePrice dynamics and speculative trading in Bitcoin

Benjamin M. Blau2017

Article2017

Price dynamics and speculative trading in Bitcoin

Benjamin M. Blau

112 citations·0/0 files stored·Research in International Business and Finance

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1995Multivariate Simultaneous Generalized ARCH 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION 2003Overconfidence and Speculative Bubbles 1987Constraints on short-selling and asset price adjustment to private information 1993Trading Volume and Serial Correlation in Stock Returns 2003Differences of Opinion, Short-Sales Constraints, and Market Crashes

Cited by

2018Some stylized facts of the cryptocurrency market 2018The effects of markets, uncertainty and search intensity on bitcoin returns 2021Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies 2020Policy uncertainty and Bitcoin returns 2019The drivers of Bitcoin demand: A short and long-run analysis 2019Forecasting cryptocurrency prices time series using machine learning approach

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2017Price dynamics and speculative trading in bitcoinarticle · 11 shared references 2005Can Short-Sellers Predict Returns? Daily Evidencepreprint · 5 shared references 2008Short-Sale Strategies and Return Predictabilityarticle · 4 shared references 2010Limits of Arbitragereview · 4 shared references 2007Supply and Demand Shifts in the Shorting Marketarticle · 4 shared references 2010Disagreement and Learning: Dynamic Patterns of Tradearticle · 4 shared references

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Year2017

Typearticle

Published2017-07-25

VenueResearch in International Business and Finance

ISSN-L0275-5319

Languageen

Citations112

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.ribaf.2017.07.183

openalex_workW4246783609

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2019Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal

2019Information availability and return volatility in the bitcoin Market: Analyzing differences of user opinion and interest