Using transfer entropy to measure information flows between cryptocurrencies

Author:

Assaf AtaORCID,Bilgin Mehmet Huseyin,Demir Ender

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference44 articles.

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3. The predictive power of public Twitter sentiment for forecasting cryptocurrency prices;Kraaijeveld;J. Int. Financial Markets, Inst. Money,2020

4. The inefficiency of bitcoin;Urquhart;Econom. Lett.,2016

5. The inefficiency of bitcoin revisited: A high-frequency analysis with alternative currencies;Sensoy;Finance Res. Lett.,2019

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