A Study on Calendar Anomalies in the Cryptocurrency Market
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Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-030-64849-7_16
Reference20 articles.
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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)
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