Does transaction activity predict Bitcoin returns? : evidence from quantile-on-quantile analysis
Liya Hau, Huiming Zhu, Muhammad Shahbaz, Wuqin Sun
| Year of publication: |
2021
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| Authors: | Hau, Liya ; Zhu, Huiming ; Shahbaz, Muhammad ; Sun, Wuqin |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 55.2021, p. 1-11
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| Subject: | Bitcoin | Distributional predictability | Quantile-on-quantile regression | Return | Transaction activity | Kapitaleinkommen | Capital income | Virtuelle Währung | Virtual currency | Prognoseverfahren | Forecasting model | Transaktionskosten | Transaction costs | Elektronisches Zahlungsmittel | Electronic payment | Börsenkurs | Share price | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2020.101297 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012667385