Can volume predict Bitcoin returns and volatility? A quantiles-based approach

M Balcilar, E Bouri, R Gupta, D Roubaud - Economic Modelling, 2017 - Elsevier
Prior studies on the price formation in the Bitcoin market consider the role of Bitcoin
transactions at the conditional mean of the returns distribution. This study employs in …

An extreme value analysis of the tail relationships between returns and volumes for high frequency cryptocurrencies

S Chan, J Chu, Y Zhang, S Nadarajah - Research in International Business …, 2022 - Elsevier
This paper investigates both the extreme dependence and correlation between high
frequency cryptocurrency (Bitcoin and Ethereum, versus the Euro and US Dollar) returns …

The asymmetric relationships between the Bitcoin futures' return, volatility, and trading volume

YS Kao, K Zhao, HL Chuang, YC Ku - International Review of Economics & …, 2024 - Elsevier
This study investigated the asymmetric contemporaneous and lead-lag relationships
between return and trading volume as well as return volatility and volume on the Bitcoin …

An analysis of the return–volume relationship in decentralised finance (DeFi)

J Chu, S Chan, Y Zhang - International Review of Economics & Finance, 2023 - Elsevier
The decentralised finance sector has recently experienced a surge in popularity, and has
emerged from the shadows of the cryptocurrency space. Although the purposes of the …

The dynamic connectedness of UK regional property returns

N Antonakakis, I Chatziantoniou, C Floros… - Urban …, 2018 - journals.sagepub.com
In this study, we examine the network topology of UK regional property returns over the
period 1973Q4–2014Q4 using a dynamic measure of connectedness developed by Diebold …

Do housing prices promote total factor productivity? Evidence from spatial panel data models in explaining the mediating role of population density

Q Zhou, Q Shao, X Zhang, J Chen - Land Use Policy, 2020 - Elsevier
The issue of what to promote in total factor productivity (TFP) in urban areas has been widely
discussed in academia and housing prices and population density are confirmed to be two …

Stylized facts of metaverse non-fungible tokens

S Chan, D Chandrashekhar, W Almazloum… - Physica A: Statistical …, 2024 - Elsevier
Abstract Non-Fungible Tokens (NFTs) within the metaverse represent a rapidly emerging
sector in the digital asset space. This paper provides a comprehensive review of the …

Is the Korean housing market following Gangnam style?

KH Al-Yahyaee, W Mensi, HU Ko, M Caporin… - Empirical …, 2021 - Springer
Gangnam is a prime district in Korea known for its expensive real estate market due to
convenient transportation, shopping and business centers, and elite schools and academies …

[HTML][HTML] Synchronisation among short-term rental markets, co-movements and cycles in 39 European cities

PT de La Paz, RP Sánchez, FJ Tárraga, EN Mora, Z Su - Cities, 2023 - Elsevier
This paper presents new evidence of the short-term rental market's prices and transactions
from a daily time-series perspective in 39 European cities from 2015 to 2020. It uses Airbnb …

The regional house prices in China: Ripple effect or differentiation

L Zhang, EC Hui, H Wen - Habitat International, 2017 - Elsevier
The paper aims to investigate the ripple effect of house prices between 35 metropolitans in
China, using a coefficient heterogeneity model with Panel Data and VAR model. The …