Emotional trading in the cryptocurrency market
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DOI: 10.1016/j.frl.2020.101912
Abstract: Abstract We quantify the emotional factors inherited in 2,050,280 posts on Bitcointalk.org and investigate the impact of emotion on Bitcoin price fluctuations. Future Bitcoin returns are not associated with emotional factors, but Bitcoin trading volume… read more here.
Keywords: emotional trading; trading; market; finance ... See more keywords
Wash trading at cryptocurrency exchanges
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DOI: 10.1016/j.frl.2021.101982
Abstract: Abstract Cryptocurrency exchanges allegedly use wash trading to falsely signal their liquidity. We monitored twelve exchanges for metrics of web traffic and for their administered user funds. The exchanges were clustered in three distinct groups… read more here.
Keywords: finance; trading; trading cryptocurrency; cryptocurrency exchanges ... 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;