A singular value decomposition approach for testing the efficiency of Bitcoin and Ethereum markets

Author:

Alvarez-Ramirez Jose,Rodriguez Eduardo

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference8 articles.

1. The inefficiency of bitcoin revisited: A dynamic approach;Bariviera;Econom. Lett.,2017

2. The adaptive market hypothesis in the high frequency cryptocurrency market;Chu;Int. Rev. Financ. Anal.,2019

3. Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach;Duan;Int. Rev. Financ. Anal.,2021

4. Efficiency in the markets of crypto-currencies;Le Tran;Finance Res. Lett.,2020

5. On the inefficiency of Bitcoin;Nadarajah;Econom. Lett.,2017

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