What drives Bitcoin’s price crash risk?
Sign Up to like & getrecommendations! Published in 2020 at "Economics Letters"
DOI: 10.1016/j.econlet.2019.108777
Abstract: We examine the association of the Bitcoin price crash risk with economic uncertainty and behavioral factors. We show that economic uncertainty displays a negative and significant association with Bitcoin price crash risk, indicating that when… read more here.
Keywords: crash risk; bitcoin price; crash; price crash ... See more keywords
Price clustering and sentiment in bitcoin
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DOI: 10.1016/j.frl.2019.03.013
Abstract: Abstract While prior research provides evidence of price clustering in bitcoin, this study seeks to explain the unusual level of bitcoin price clustering using various measures of bitcoin-level and market-wide sentiment. Our results suggest that… read more here.
Keywords: bitcoin price; clustering sentiment; price clustering; price ... See more keywords
Bitcoin’s Price Efficiency and Safe Haven Properties during the COVID-19 Pandemic: A Comparison
Sign Up to like & getrecommendations! Published in 2021 at "Research in International Business and Finance"
DOI: 10.1016/j.ribaf.2021.101472
Abstract: Abstract As the COVID-19 outbreak became a global pandemic, traditional financial market indicators were significantly affected. We examine the price efficiency and net cross-correlations among Bitcoin, gold, a US dollar index, and the Morgan Stanley… read more here.
Keywords: bitcoin price; price efficiency; world; msci world ... See more keywords
Bitcoin price manipulation: evidence from intraday orders and trades
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DOI: 10.1080/13504851.2020.1861183
Abstract: We analyse 519.4 million Bitcoin orders placed on Gemini Exchange during January 2016-August 2019 and find limit orders dominate at 99.92%. We document order-based evidence of price manipulation du... read more here.
Keywords: manipulation evidence; price manipulation; bitcoin price; evidence ... See more keywords
Enhancing Bitcoin Price Fluctuation Prediction Using Attentive LSTM and Embedding Network
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DOI: 10.3390/app10144872
Abstract: Bitcoin has attracted extensive attention from investors, researchers, regulators, and the media. A well-known and unusual feature is that Bitcoin’s price often fluctuates significantly, which has however received less attention. In this paper, we investigate… read more here.
Keywords: fluctuation prediction; network; price; bitcoin price ... See more keywords