This paper introduces new methods to study behaviours among the 52 largest cryptocurrencies between 01-01-2019 and 30-06-2021. First, we explore evolutionary …
Cryptocurrency markets have attracted many interest for global investors because of their novelty, wide on-line availability, increasing capitalization, and potential profits. In the …
A Shams - Fisher College of business working paper, 2020 - papers.ssrn.com
This paper documents a persistent structure in cryptocurrency returns and analyzes a broad set of characteristics that explain this structure. The results show that similarities in size …
The extreme price swings and complexity in cryptocurrency markets drives multifarious research into co-movements, in both time and frequency, among cryptocurrencies. In this …
N James - Physica D: Nonlinear Phenomena, 2022 - Elsevier
This paper uses new and recently established methodologies to study the evolutionary dynamics of the cryptocurrency market, and compares the findings with that of the equity …
The cryptocurrency market surpassed the barrier of $100 billion market capitalization in June 2017, after months of steady growth. Despite its increasing relevance in the financial …
In relation to the traditional financial markets, the cryptocurrency market is a recent invention and the trading dynamics of all its components are readily recorded and stored. This fact …
We analyze the correlation between different assets in the cryptocurrency market throughout different phases, specifically bearish and bullish periods. Taking advantage of a fine-grained …
D Li, Y Shi, L Xu, Y Xu, Y Zhao - Finance Research Letters, 2022 - Elsevier
As a new form of digital assets based on blockchain technology, the cryptocurrency has received increasing attention from researchers and practitioners. However, less attention …