Market efficiency and its determinants : macro-level dynamics and micro-level characteristics of cryptocurrencies
Year of publication: |
2025
|
---|---|
Authors: | Bouteska, Ahmed ; Sharif, Taimur ; Isskandarani, Layal ; Abedin, Mohammad Zoynul |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 98.2025, Art.-No. 103938, p. 1-15
|
Subject: | Cryptocurrencies | Liquidity | Market efficiency | Price delay | Uncertain times | Volatility | Effizienzmarkthypothese | Efficient market hypothesis | Virtuelle Währung | Virtual currency | Volatilität | Finanzmarkt | Financial market |
-
Market efficiency and volatility within and across cryptocurrency benchmark indexes
Koutsoupakis, Dimitrios, (2022)
-
Celeste, Valerio, (2020)
-
On the market efficiency and liquidity of high-frequency cryptocurrencies in a bull and bear market
Zhang, Yuanyuan, (2020)
- More ...
-
Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets
Bouteska, Ahmed, (2023)
-
An enquiry into the monetary policy and stock market shocks in the US
Sharif, Taimur, (2025)
-
Contagion between investor sentiment and green bonds in China during the global uncertainties
Bouteska, Ahmed, (2024)
- More ...