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 …

This study aims to explore the role of cryptocurrencies and the US dollar in predicting oil
prices pre and during COVID-19 pandemic. The study uses three machine learning models …

This paper discusses the dynamic long-and short-term effects of bitcoin price (BTP), crude
oil price (COP), and uncertainty of economic policy (EPU) on China's green bond (CGB) …

This study investigates the weak-form efficient market hypothesis for Bitcoin Cash compared
with Bitcoin by applying the concept of quantum harmonic oscillator. Our findings indicate …

Green bonds represent a compelling financial innovation that presents a financial
perspective solution to address climate change and promote sustainable development. On …

This paper proposes the asymmetric multifractal spectrum distribution based on detrending
moving average cross-correlation analysis (A-DMCA-MFSD) algorithm to calculate time …

Within the adaptive market hypothesis (AMH) framework, this study explores the dynamic
impact of cryptocurrency heists on Bitcoin's market efficiency. By analysing Bitcoin's one …

In this paper, we explored the price-volume cross-correlation asymmetric multifractal
properties of some cryptocurrencies using multifractal asymmetric detrended cross …

Based on the China Securities Index 300 (CSI 300 index) futures trading restrictions in 2015,
this paper uses the multifractal detrending moving-average cross-correlation analysis …

This paper examines the trading performances of several technical oscillators created using
crypto-asset pricing methods for short-term bitcoin trading. Seven pricing models proposed …