Listar por tema "Cryptocurrency"
Mostrando ítems 1-3 de 3
-
Herding in the cryptocurrency market: CSSD and CSAD approaches
Elsevier (2018-09-22)We analyse the existence of herding in the cryptocurrency market through the cross-sectional standard (absolute) deviation of returns. Our results show that extreme dispersion of returns is explained by rational asset ... -
The Effect of the Launch of Bitcoin Futures on the Cryptocurrency Market: An Economic Efficiency Approach
Multidisciplinary Digital Publishing Institute (2021-02-02)We analyze the economic efficiency of the cryptocurrency market after the launch of Bitcoin futures by means of the Data Envelopment Analysis and Malmquist Indexes. Our results show that the introduction of Bitcoin futures ... -
The entry and exit dynamics of the cryptocurrency market
Elsevier (2021-08-05)This paper presents an analysis of the entry and exit dynamics of the cryptocurrency market that focuses on the growth of initial coin offerings during 2015–2020. We used two different datasets: one includes long-lived ...