The efficiency of Bitcoin: A strongly typed genetic programming approach to smart electronic Bitcoin markets

Author:

Manahov Viktor,Urquhart Andrew

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference127 articles.

1. Long-range correlations and asymmetry in the Bitcoin market;Alvarex-Ramirez;Physica A: Statistical Mechanics and its Applications,2018

2. Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets;Al-Yahyaee;Finance Research Letters,2018

3. The landscape of electronic market design;Anandalingam;Management Science,2005

4. The behaviour of the exchange rate in genetic algorithm and experimental economies;Arifovic;Journal of Political Economy,1996

5. Asset pricing under endogenous expectations in an artificial stock market;Arthur,1997

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