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 of parametric kernels to high-frequency trade data that...

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 of parametric kernels to high-frequency trade data that...

In the rush to explore the B system, one should not ignore the potential of rare K decays. The charged and neutral FCNC K {yields} {pi}{nu}{bar {mu}} decays are theoretically very clean, on a par with B {yields} {psi}K{sub S}, which measures {beta}, and much less problematic than B {yields}...