review (SLR) of Bitcoin-related articles published in the leading finance, economics and accounting journals between 2018 and … of research on Bitcoin lacks coherence and interconnectedness, leading to a limited understanding of the underlying … decentralized payment system, equilibrium price, market microstructure, trading patterns and regulation of Bitcoin. In this context …

Despite recent studies focused on comparing the dynamics of market efficiency between Bitcoin and other traditional … assets, there is a lack of knowledge about whether Bitcoin and emerging markets efficiency behave similarly. This paper aims … to compare the market efficiency dynamics between Bitcoin and the emerging stock markets. In particular, this study …

This study investigates tail dependence among five major cryptocurrencies, namely Bitcoin, Ethereum, Litecoin, Ripple …, and Bitcoin Cash, and uncertainties in the gold, oil, and equity markets. Using the cross-quantilogram method and quantile … deliver valuable insights for deploying volatility-based financial instruments that can potentially provide cryptocurrency …

This study examines the connectedness in high-order moments between cryptocurrency, major stock (U.S., U.K., Eurozone …. Our results show that the cryptocurrency, stock, and commodity markets are highly connected in terms of volatility and in … information for designing effective portfolio management and cryptocurrency regulations. …

. This study uses VAR-OLS techniques to investigate the time-varying correlation between Bitcoin and three major European … robustness of our results, we also test the impact of government measures on Bitcoin and stock market indices and find that they … correlations between Bitcoin returns and the stock market, oil, and gold index returns, which have so far been unaddressed. …

This paper examines the behaviour of Bitcoin returns and those of several other cryptocurrencies in the pre and post … period of the introduction of the Bitcoin futures market. We use the principal component-guided sparse regression (PC … important variable for Bitcoin for all periods, whereas for the other cryptocurrencies there are other variables that seem more …

largest cryptocurrencies, Bitcoin and Ethereum, and the factors that drive efciency. It uses daily data from August 7, 2016 … evidence of time variation in the levels of market (in)efciency for Bitcoin and Ethereum. Interestingly, the quantile …, cryptocurrency liquidity positively and signifcantly afects AMIMs irrespective of the level of (in) efciency, whereas the positive …

, EURO, Japan, and the UK) and the leading cryptocurrency, the Bitcoin. Results of the static analysis show that the level …. Our static connectedness analysis shows that Bitcoin is mainly independent of shocks from the yield curve's level, slope …, and curvature, and from any main currency investigated. These findings hint that Bitcoin might provide hedging benefits …

the security outcome of the Bitcoin blockchain. We use vector error correction modeling to analyze the endogenous … relationships between the hashrate, Bitcoin price, and transaction fee, revealing the need for an additional variable to achieve our … aim. Employing a measure summarizing the growth of demand factors in the Bitcoin ecosystem indicates that hashrate …