Mostrar el registro sencillo del ítem

The Effect of the Launch of Bitcoin Futures on the Cryptocurrency Market: An Economic Efficiency Approach

dc.contributor.authorVidal-Tomás, David
dc.contributor.authorIbañez, Ana M
dc.contributor.authorFarinós, José Emilio
dc.date.accessioned2021-04-16T06:54:25Z
dc.date.available2021-04-16T06:54:25Z
dc.date.issued2021-02-02
dc.identifier.citationVidal-Tomás, D.; Ibáñez, A.M.; Farinós, J.E. The Effect of the Launch of Bitcoin Futures on the Cryptocurrency Market: An Economic Efficiency Approach. Mathematics 2021, 9, 413.ca_CA
dc.identifier.issn2227-7390
dc.identifier.urihttp://hdl.handle.net/10234/192863
dc.description.abstractWe 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 did not affect the economic efficiency of the cryptocurrency market. However, we observe that Bitcoin obtained the highest risk-return trade-off due to its liquidity compared to the rest of cryptocurrencies. Therefore, our paper underlines the support of investors on Bitcoin to the detriment of the rest of cryptocurrencies.ca_CA
dc.format.extent14 p.ca_CA
dc.format.mimetypeapplication/pdfca_CA
dc.language.isoengca_CA
dc.publisherMultidisciplinary Digital Publishing Instituteca_CA
dc.rightsAtribución 4.0 Internacional*
dc.rights.urihttp://creativecommons.org/licenses/by-sa/4.0/*
dc.subjectDEAca_CA
dc.subjectMalmquist Indexca_CA
dc.subjectCryptocurrencyca_CA
dc.subjectRisk-return trade-offca_CA
dc.subjectEconomic efficiencyca_CA
dc.titleThe Effect of the Launch of Bitcoin Futures on the Cryptocurrency Market: An Economic Efficiency Approachca_CA
dc.typeinfo:eu-repo/semantics/articleca_CA
dc.identifier.doi10.3390/math9040413
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessca_CA
dc.relation.publisherVersionhttps://www.mdpi.com/2227-7390/9/4/413ca_CA
dc.type.versioninfo:eu-repo/semantics/publishedVersionca_CA


Ficheros en el ítem

Thumbnail
Nombre:
license_rdf
Tamaño:
1.329Kb
Formato:
application/rdf+xml
Ver/Abrir
Thumbnail
Nombre:
Vidal_Tomas_2021_Effect.pdf
Tamaño:
296.5Kb
Formato:
PDF
Ver/Abrir

Este ítem aparece en la(s) siguiente(s) colección(ones)

Mostrar el registro sencillo del ítem

Atribución 4.0 Internacional
Excepto si se señala otra cosa, la licencia del ítem se describe como: Atribución 4.0 Internacional