Listar por autoría "b6f47b67-977a-42f4-b9d2-01a4921b8d85"

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    • closedAccess   Herding in the cryptocurrency market: CSSD and CSAD approaches 

      Vidal-Tomás, David; Ibáñez Escribano, Ana María; Farinós, José Emilio 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 ...

    • closedAccess   Semi-strong efficiency of Bitcoin 

      Vidal-Tomás, David; Ibáñez Escribano, Ana María Elsevier (2018-12)
      This research examines the semi-strong efficiency of Bitcoin in the Bitstamp and Mt.Gox markets, showing how the digital currency responds to monetary policy and Bitcoin events. On the one hand, we observe that Bitcoin has ...