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Published in 2020 at "Finance Research Letters"
DOI: 10.1016/j.frl.2018.12.020
Abstract: Abstract This paper extends current literature on price clustering in Bitcoin market. We analyze intraday data of various time frames and document evidence of clustering for open, high and low prices. We discover and explain…
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Keywords:
bitcoin market;
clustering bitcoin;
price clustering;
price ... See more keywords
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Published in 2020 at "Technological Forecasting and Social Change"
DOI: 10.1016/j.techfore.2020.120182
Abstract: Abstract This paper investigates the role of the Bitcoin currency, in avoiding and surpassing the risks that are associated with the global geopolitical events, and circumstances. For this purpose, we have performed the bootstrap full,…
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Keywords:
hedge risks;
order;
bitcoin;
bitcoin market ... See more keywords
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Published in 2021 at "PLoS ONE"
DOI: 10.1371/journal.pone.0246209
Abstract: This study investigates the volatility of daily Bitcoin returns and multifractal properties of the Bitcoin market by employing the rolling window method and examines relationships between the volatility asymmetry and market efficiency. Whilst we find…
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Keywords:
volatility asymmetry;
volatility;
time;
market ... See more keywords
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Published in 2022 at "PLoS ONE"
DOI: 10.1371/journal.pone.0264522
Abstract: As an emerging digital asset, Bitcoin has been traded for more than a decade, reaching an impressively high market capitalization and continuing to expand its volume of trading at a rapid pace. Many countries have…
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Keywords:
trading;
bitcoin market;
period;
analysis ... See more keywords