The adaptive market hypothesis in the high frequency cryptocurrency market
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DOI: 10.1016/j.irfa.2019.05.008
Abstract: Abstract This paper investigates the adaptive market hypothesis (AMH) with respect to the high frequency markets of the two largest cryptocurrencies — Bitcoin and Ethereum, versus the Euro and US Dollar. Our findings are consistent… read more here.
Keywords: adaptive market; high frequency; market hypothesis; efficiency ... See more keywords