Bitcoin price–volume: A multifractal cross-correlation approach

Author:

Alaoui Marwane El,Bouri ElieORCID,Roubaud DavidORCID

Publisher

Elsevier BV

Subject

Finance

Reference22 articles.

1. The impact of positive and negative macroeconomic news surprises: gold versus Bitcoin;Al-Khazali;Econ. Bull.,2018

2. Long-range correlations and asymmetry in the Bitcoin market;Alvarez-Ramirez;Phys. A,2018

3. Efficiency, multifractality, and the long-memory property of the Bitcoin market: a comparative analysis with stock, currency, and gold markets;Al-Yahyaee;Finance Res. Lett.,2018

4. Can volume predict Bitcoin returns? A quantiles-based approach;Balcilar;Econ. Modell.,2017

5. Some stylized facts of the Bitcoin market;Bariviera;Phys. A,2017

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2. Major determinants of Bitcoin price: Application of a vector error correction model;Investment Management and Financial Innovations;2023-11-21

3. Long memory and structural breaks of cryptocurrencies trading volume;Eurasian Economic Review;2023-10-16

4. Dynamic Asymmetric Causality of Bitcoin’s Price-Volume Relation;SAGE Open;2023-10

5. After the Split: Market Efficiency of Bitcoin Cash;Computational Economics;2023-08-16

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