The influence of stablecoin issuances on cryptocurrency markets
Sign Up to like & getrecommendations! Published in 2021 at "Finance Research Letters"
DOI: 10.1016/j.frl.2020.101867
Abstract: Abstract Stablecoins are digital currencies that are pegged to non-volatile assets. As alternatives to fiat currencies, they constitute an important aspect of cryptocurrency markets. We analyze returns of cryptocurrencies around 565 stablecoin issuances events for… read more here.
Keywords: issuance; cryptocurrency markets; influence stablecoin; stablecoin issuances ... See more keywords
Asset market equilibria in cryptocurrency markets: Evidence from a study of privacy and non-privacy coins
Sign Up to like & getrecommendations! Published in 2021 at "Journal of International Financial Markets, Institutions and Money"
DOI: 10.1016/j.intfin.2021.101402
Abstract: This paper explores whether asset market equilibria in cryptocurrency markets exist. In doing so, it distinguishes between privacy and non-privacy coins. Most recently, privacy coins have attracted increasing attention in the public debate as non-privacy… read more here.
Keywords: cryptocurrency markets; asset market; privacy coins; non privacy ... See more keywords
Quantifying endogeneity of cryptocurrency markets
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DOI: 10.1080/1351847x.2020.1791925
Abstract: In this paper we construct a "reflexivity" index for Bitcoin crypto currency that measures the amount of activity generated endogenously within the market. For this purpose we fit a univariate self-exciting Hawkes process with two-classes… read more here.
Keywords: quantifying endogeneity; endogeneity cryptocurrency; finance; cryptocurrency markets ... See more keywords
Pairs Trading in Cryptocurrency Markets
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DOI: 10.1109/access.2020.3024619
Abstract: Pairs trading is a strategy based on exploiting mean reversion in prices of securities. Even though these strategies have been shown to perform well for equities, their performance is unknown for the field of cryptocurrencies,… read more here.
Keywords: trading cryptocurrency; cryptocurrency markets; pairs trading;
Manipulator Detection in Cryptocurrency Markets Based on Forecasting Anomalies
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DOI: 10.1109/access.2021.3101528
Abstract: Today, there are constant changes in terms of securities in stock markets. In these stock market investments, investors use fundamental analysis tools and indicators very widely. In this way, it is possible to have some… read more here.
Keywords: cryptocurrency markets; markets based; manipulator detection; detection cryptocurrency ... See more keywords
Applying Artificial Intelligence in Cryptocurrency Markets: A Survey
Sign Up to like & getrecommendations! Published in 2022 at "Algorithms"
DOI: 10.3390/a15110428
Abstract: The total capital in cryptocurrency markets is around two trillion dollars in 2022, which is almost the same as Apple’s market capitalisation at the same time. Increasingly, cryptocurrencies have become established in financial markets with… read more here.
Keywords: cryptocurrency; artificial intelligence; cryptocurrency markets; prediction ... See more keywords