Listar Departament: Economia por autoría "9e69af6b-44a7-4601-be04-e1a790599951"
Mostrando ítems 1-2 de 2
-
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 ...
