A systematic review of the bubble dynamics of cryptocurrency prices

N Kyriazis, S Papadamou, S Corbet - Research in International Business …, 2020 - Elsevier
This paper surveys the academic literature concerning the formation of pricing bubbles in
digital currency markets. Studies indicate that several bubble phases have taken place in …

Cryptocurrencies as financial bubbles: The case of Bitcoin

J Geuder, H Kinateder, NF Wagner - Finance Research Letters, 2019 - Elsevier
We study bubble behavior in Bitcoin prices during the years 2016 to 2018 based on two
distinct testing methodologies. The Phillips et al.(2015) PSY methodology is used to identify …

Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices

A Cheung, E Roca, JJ Su - Applied Economics, 2015 - Taylor & Francis
The creation of bitcoin heralded the arrival of digital or crypto-currency and has been
regarded as a phenomenon. Since its introduction, it has experienced a meteoric rise in …

Datestamping the Bitcoin and Ethereum bubbles

S Corbet, B Lucey, L Yarovaya - Finance Research Letters, 2018 - Elsevier
We examine the existence and dates of pricing bubbles in Bitcoin and Ethereum, two
popular cryptocurrencies using the (Phillips et al., 2011) methodology. In contrast to …

RETRACTED: testing for multiple bubbles in bitcoin markets: a generalized sup ADF test

CW Su, ZZ Li, R Tao, DK Si - 2018 - Elsevier
The article is a duplicate of a paper that has already been published in journal Quality &
Quantity, Volume 53, Pages 91-105, DOI: http://dx. doi. org/10.1007/s11135-018-0728-3 …

[HTML][HTML] Speculative bubbles and herding in cryptocurrencies

O Haykir, I Yagli - Financial innovation, 2022 - Springer
This study investigates speculative bubbles in the cryptocurrency market and factors
affecting bubbles during the COVID-19 pandemic. Our results indicate that each …

[HTML][HTML] Understanding digital bubbles amidst the COVID-19 pandemic: Evidence from DeFi and NFTs

Y Maouchi, L Charfeddine, G El Montasser - Finance Research Letters, 2022 - Elsevier
This paper investigates digital financial bubbles amidst the COVID-19 pandemic. Using a
sample of 9 DeFi tokens, 3 NFTs, Bitcoin, and Ethereum, we detect several bubbles …

Does Bitcoin bubble burst?

ZZ Li, R Tao, CW Su, OR Lobonţ - Quality & Quantity, 2019 - Springer
This paper explores when will occur and collapse in Bitcoin bubbles by applying
generalized sup augmented Dickey–Fuller test method proposed by Phillips et al.(Testing …

Dissection of Bitcoin's multiscale bubble history from January 2012 to February 2018

JC Gerlach, G Demos… - Royal Society open …, 2019 - royalsocietypublishing.org
We present a detailed bubble analysis of the Bitcoin to US Dollar price dynamics from
January 2012 to February 2018. We introduce a robust automatic peak detection method …

A new method to verify Bitcoin bubbles: Based on the production cost

J Xiong, Q Liu, L Zhao - The North American Journal of Economics and …, 2020 - Elsevier
As the first kind of digital cryptocurrency, the Bitcoin price cycle provides an opportunity to
test bubble theory in the digital currency era. Based on the existing asset bubble theory, we …