social media and emerging trading applications on interactions among equity and cryptocurrency markets, and their potentially …

The wallets with the largest volume of transactions on the Bitcoin blockchain are gaming applications. We use the … historical gaming transaction data of Bitcoin holders, extracted directly from the blockchain, to measure risk-loving (lottery … coincides with a significant decrease in the proportion of Bitcoin transactions involved in gambling and aligns with other work …

This article examines the pricing efficiency of Bitcoin Investment Trust. We investigate the deviation between prices …

Investor and media attention in Bitcoin has increased substantially in recently years, reflected by the incredible … surge in news articles and considerable rise in the price of Bitcoin. Given the increased attention, there little is known … about the behaviour of Bitcoin prices and therefore we add to the literature by studying price clustering. We find …

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 …

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 …

We consider a variety of cryptocurrency and equity risk factors as potential forces that drive cryptocurrency returns … and carry risk premiums. In a cross-section of 2,000 biggest cryptocurrencies, only downside market risk, cryptocurrency … cryptocurrency market risk, suggesting greater linkages between cryptocurrency and equity markets than we used to think. Global and …

. 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. …

results suggest that cryptocurrency markets rely on regulated financial institutions to operate and that these markets are …

Bitcoin is an open source peer-to-peer electronic money and payment system. It is traded at several exchanges and high …-frequency trade data are publicly available. We study the contributions of Bitcoin exchanges to price discovery. Our results show that …