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 …

This paper empirically examines interdependencies between BitCoin and altcoin markets in
the short-and long-run. We apply time-series analytical mechanisms to daily data of 17 …

This is the first article that studies BitCoin price formation by considering both the traditional
determinants of currency price, eg, market forces of supply and demand, and digital …

Bitcoin is an open source peer-to-peer electronic money and payment system. It is traded at
several exchanges and high-frequency trade data are publicly available. We study the …

We apply the Markowitz mean-variance framework in order to assess risk-return benefits of
cryptocurrency-portfolios. Using daily data of the 500 most capitalized cryptocurrencies for …

The cryptocurrencies increased in popularity and have become nowadays well known to a
wide audience. This article seeks to assess the issue of Bitcoin price formation from a novel …

This study analyzes forecasts of Bitcoin price using the autoregressive integrated moving
average (ARIMA) and neural network autoregression (NNAR) models. Employing the static …

We begin by explaining what Bitcoin is, and why it matters. We describe problems with
Bitcoin as a method of implementing a cryptocurrency. This introduction to cryptocurrencies …

Purpose This paper aims to empirically examine the effect of Coronavirus disease 2019
(COVID-19) pandemic on cryptocurrency market returns with particular attention to top five …

Purpose The purpose of this paper is to examine the value-at-risk and related measures for
the Bitcoin and to compare the findings with Standard and Poor's SP500 Index, and the gold …