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Semi-strong efficiency of Bitcoin

dc.contributor.authorVidal-Tomás, David
dc.contributor.authorIbáñez Escribano, Ana María
dc.date.accessioned2019-03-13T08:40:53Z
dc.date.available2019-03-13T08:40:53Z
dc.date.issued2018-12
dc.identifier.citationVIDAL TOMÁS, David; IBÁÑEZ ESCRIBANO, Ana María (2018). Semi-strong efficiency of Bitcoin. Finance Research Letters, v. 27, p. 259-265ca_CA
dc.identifier.urihttp://hdl.handle.net/10234/181835
dc.description.abstractThis 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 become more efficient over time in relation to its own events. On the other hand, Bitcoin is not affected by monetary policy news, highlighting the absence of any kind of control on Bitcoin. These findings are relevant for investors and policymakers since Bitcoin is a financial asset without any connection to the measures of central banks.ca_CA
dc.format.extent7 p.ca_CA
dc.language.isoengca_CA
dc.publisherElsevierca_CA
dc.rights.urihttp://rightsstatements.org/vocab/CNE/1.0/*
dc.subjectBitcoinca_CA
dc.subjectMarket efficiencyca_CA
dc.subjectSemi-strong efficiencyca_CA
dc.subjectCentral banksca_CA
dc.titleSemi-strong efficiency of Bitcoinca_CA
dc.typeinfo:eu-repo/semantics/articleca_CA
dc.identifier.doihttps://doi.org/10.1016/j.frl.2018.03.013
dc.relation.projectIDSpanish Ministry of Education (grant number FPU2015/01434).ca_CA
dc.rights.accessRightsinfo:eu-repo/semantics/restrictedAccessca_CA
dc.relation.publisherVersionhttps://www.sciencedirect.com/science/article/pii/S1544612318300461ca_CA
dc.type.versioninfo:eu-repo/semantics/publishedVersionca_CA


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