登录 注册 会员服务 联系我们

Informational inefficiency of Bitcoin: A study based on high-frequency data

  • Published:2019-01 Issue: Volume:47 Page:344-353
  • ISSN:0275-5319
  • Container-title:Research in International Business and Finance
  • language:en
  • Short-container-title:Research in International Business and Finance

Author:

Zargar Faisal Nazir,Kumar Dilip

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference36 articles.

1. Heteroskedasticity and autocorrelation consistent covariance matrix estimation;Andrews;Econometrica,1991

2. Théorie de la spéculation;Bachelier,1900

3. Bitcoin: technical background and data analysis;Badev;Financ. Econ. Discuss. Ser.,2014

4. The inefficiency of Bitcoin revisited: a dynamic approach;Bariviera;Econ. Lett.,2017

5. Some stylized facts of the Bitcoin market;Bariviera;Phys. A Stat. Mech. Its Appl.,2017

Cited by 63 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. Do bitcoin shocks truly Cointegrate with financial and commodity markets?;International Review of Financial Analysis;2024-10

2. Cryptocurrencies and Market Efficiency: Investigate the Implications of Cryptocurrencies on Traditional Financial Markets and their Efficiency;International Journal of Innovative Science and Research Technology (IJISRT);2024-09-05

3. Machine learning models based on bubble analysis for Bitcoin market crash prediction;Engineering Applications of Artificial Intelligence;2024-09

4. Timeliness of investor reaction to corporate crypto‐asset investment: Evidence from types of disclosures;Journal of Corporate Accounting & Finance;2024-07-25

5. The effect of policy uncertainty on the volatility of bitcoin;Journal of Financial Economic Policy;2024-05-21
同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3