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Intraday return predictability in the cryptocurrency markets : momentum, reversal, or both

Wen, Zhuzhu; Bouri, Elie; Xu, Yahua; Zhao, Yang - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013534113

Price explosiveness in cryptocurrencies and Elon Musk's tweets

Shahzad, Syed Jawad Hussain; Anas, Muhammad; Bouri, Elie - In: Finance research letters 47 (2022) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10013553659

Can Twitter-based economic uncertainty predict safe-haven assets under all market conditions and investment horizons?

Gök, Remzi; Bouri, Elie; Gemici, Eray - In: Technological forecasting & social change : an … 185 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10014233826

Information transmission and hedging effectiveness for the pairs crude oil-gold and crude oil-Bitcoin during the COVID-19 outbreak

Yousaf, Imran; Ali, Shoaib; Bouri, Elie; Saeed, Tareq - In: Economic research 35 (2022) 1,2, pp. 1913-1934

Persistent link: https://www.econbiz.de/10014381000

On the return-volatility relationship in the Bitcoin market around the price crash of 2013

Bouri, Elie; Azzi, Georges; Dyhrberg, Anne Haubo - 2016

The authors examine the relation between price returns and volatility changes in the Bitcoin market using a daily database denominated in various currencies. The results for the entire period provide no evidence of an asymmetric return-volatility relation in the Bitcoin market. They test if...

Persistent link: https://www.econbiz.de/10011539994

On the return-volatility relationship in the Bitcoin market around the price crash of 2013

Bouri, Elie; Azzi, Georges; Dyhrberg, Anne Haubo - 2017

The authors examine the relation between price returns and volatility changes in the Bitcoin market using a daily database denominated in US dollar. The results for the entire period provide no evidence of an asymmetric return-volatility relation in the Bitcoin market. The authors test if there...

Persistent link: https://www.econbiz.de/10011600035

On the hedge and safe haven properties of Bitcoin : is it really more than a diversifier?

Bouri, Elie; Molnár, Peter; Azzi, Georges; Roubaud, David - In: Finance research letters 20 (2017), pp. 192-198

Persistent link: https://www.econbiz.de/10011806908

Does Bitcoin hedge global uncertainty? : evidence from wavelet-based quantile-in-quantile regressions

Bouri, Elie; Gupta, Rangan; Tiwari, Aviral Kumar; … - In: Finance research letters 23 (2017), pp. 87-95

Persistent link: https://www.econbiz.de/10011808369

Co-explosivity in the cryptocurrency market

Bouri, Elie; Shahzad, Syed Jawad Hussain; Roubaud, David - In: Finance research letters 29 (2019), pp. 178-183

Persistent link: https://www.econbiz.de/10012418571

Herding behaviour in cryptocurrencies

Bouri, Elie; Gupta, Rangan; Roubaud, David - In: Finance research letters 29 (2019), pp. 216-221

Persistent link: https://www.econbiz.de/10012418718