The adaptive market hypothesis in the high frequency cryptocurrency market
Jeffrey Chu, Yuanyuan Zhang, Stephen Chan
| Year of publication: |
2019
|
|---|---|
| Authors: | Chu, Jeffrey ; Zhang, Yuanyuan ; Chan, Stephen |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 64.2019, p. 221-231
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| Subject: | Adaptive market hypothesis | Bitcoin | Efficient market hypothesis | Ethereum | Martingale difference hypothesis | Effizienzmarkthypothese | Virtuelle Währung | Virtual currency | Kapitalmarkttheorie | Financial economics | Martingal | Martingale | Finanzmarkt | Financial market |