[HTML][HTML] Cryptocurrency trading: a comprehensive survey

F Fang, C Ventre, M Basios, L Kanthan… - Financial Innovation, 2022 - Springer
In recent years, the tendency of the number of financial institutions to include
cryptocurrencies in their portfolios has accelerated. Cryptocurrencies are the first pure digital …

Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis

AF Bariviera, I Merediz‐Solà - Journal of Economic Surveys, 2021 - Wiley Online Library
This survey develops a dual analysis, consisting, first, in a bibliometric examination and,
second, in a close literature review of all the scientific production around cryptocurrencies …

[HTML][HTML] Forecasting and trading cryptocurrencies with machine learning under changing market conditions

H Sebastião, P Godinho - Financial Innovation, 2021 - Springer
This study examines the predictability of three major cryptocurrencies—bitcoin, ethereum,
and litecoin—and the profitability of trading strategies devised upon machine learning …

Cryptocurrencies and stock market indices. Are they related?

LA Gil-Alana, EJA Abakah, MFR Rojo - Research in International Business …, 2020 - Elsevier
In this paper, we investigate the stochastic properties of six major cryptocurrencies and their
bilateral linkages with six stock market indices using fractional integration techniques. From …

Determination of drivers for investing in cryptocurrencies through a fuzzy full consistency method-Bonferroni (FUCOM-F'B) framework

A Böyükaslan, F Ecer - Technology in society, 2021 - Elsevier
Cryptocurrencies have brought many innovations and discussions to economic life. Digital
assets, which are very popular by investors, are frequently used for many purposes such as …

Volatility in the cryptocurrency market

J Liu, A Serletis - Open Economies Review, 2019 - Springer
How do cryptocurrency prices evolve? Is there any interdependence among cryptocurrency
returns and/or volatilities? Are there any return spillovers and volatility spillovers between …

Does investor sentiment on social media provide robust information for Bitcoin returns predictability?

D Guégan, T Renault - Finance Research Letters, 2021 - Elsevier
We use a dataset of approximately one million messages sent on StockTwits to explore the
relationship between investor sentiment on social media and intraday Bitcoin returns. We …

Multiresolution analysis and spillovers of major cryptocurrency markets

M Omane-Adjepong, IP Alagidede - Research in International Business and …, 2019 - Elsevier
The paper explores market coherencies and volatility causal linkages of seven leading
cryptocurrencies for a sample period from August 8, 2014 to February 2, 2018. Wavelet …

[HTML][HTML] Cyber-attacks, spillovers and contagion in the cryptocurrency markets

GM Caporale, WY Kang, F Spagnolo… - Journal of International …, 2021 - Elsevier
This paper examines mean and volatility spillovers between three major cryptocurrencies
(Bitcoin, Litecoin and Ethereum) and the role played by cyber-attacks. Specifically, trivariate …

The impact of transparent money flows: Effects of stablecoin transfers on the returns and trading volume of Bitcoin

L Ante, I Fiedler, E Strehle - Technological Forecasting and Social Change, 2021 - Elsevier
Stablecoins are digital currencies that peg to non-volatile values, most commonly a fiat
currency. Unlike fiat currency, stablecoins are fully transparent—every transfer is recorded …