This review aims to analyze and synthesize the literature produced so far on investor
behavior in the cryptocurrency market. We use VOSviewer 1.6. 17 software to perform a …

Modern financial markets are characterized by a rapid flow of information, a vast number of
participants having diversified investment horizons, and multiple feedback mechanisms …

In order to move beyond mean-based connectedness measures in the cryptocurrency
market and capture connectedness under extreme events, this paper applies quantile-based …

This paper examines the dynamic spillovers among the major cryptocurrencies under
different market conditions and accounts for the ongoing COVID-19 health crisis. We also …

The aim of this study is to examine the daily return spillover among 18 cryptocurrencies
under low and high volatility regimes, while considering three pricing factors and the effect of …

In this paper, we analyse co-movements and correlations between Bitcoin and thirty-one of
the most-tradable crypto assets using high-frequency data for the period from January 2019 …

Spillovers in high-order moments are understudied in the cryptocurrency markets, and
notably their joint volatility-skewness-kurtosis spillover effect and its drivers are overlooked …

Stablecoins are digital currencies that are pegged to non-volatile assets. As alternatives to
fiat currencies, they constitute an important aspect of cryptocurrency markets. We analyze …

This study examines the relationship between the price volatility of cryptocurrencies and
investor attention. Using a large dataset of approximately 25 million tweets about 23 of the …

In this letter, we identify the transitions of the cryptocurrency market during the pandemic by
means of a network analysis. This method allows us to observe that COVID-19 significantly …