A Study on Calendar Anomalies in the Cryptocurrency Market
Author:
Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-030-64849-7_16
Reference20 articles.
1. Lee, D.K.C.: Handbook of Digital Currency. Elsevier, San Diego (2015)
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3. Conrad, C., Custovic, A., Ghysels, E.: Long-and short-term cryptocurrency volatility components: A GARCH-MIDAS analysis. Journal of Risk and Financial Management 11(2), 23 (2018)
4. Corbet, S., Meegan, A., Larkin, C., Lucey, B., Yarovaya, L.: Exploring the dynamic relationships between cryptocurrencies and other financial assets. Economics Letters 165, 28–34 (2018)
5. Shahzad, S.J.H., Bouri, E., Roubaud, D., Kristoufek, L., Lucey, B.: Is Bitcoin a better safe – haven investment than gold and commodities? International Review of Financial Analysis 63, 322–330 (2019)
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Calendar anomalies and market volatility in selected cryptocurrencies;Cogent Business & Management;2023-02-19
2. Dynamic analysis of calendar anomalies in cryptocurrency markets: evidences of adaptive market hypothesis;Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad;2022-10-19
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