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Investor attention and idiosyncratic risk in cryptocurrency markets

Yao, Shouyu; Kong, Xiaoran; Sensoy, Ahmet; Akyildirim, … - In: The European journal of finance 30 (2024) 16, pp. 1932-1950

Persistent link: https://www.econbiz.de/10015323326

High-frequency return and volatility spillovers among cryptocurrencies

Sensoy, Ahmet; Silva, Thiago Christiano; Corbet, Shaen; … - In: Applied economics 53 (2021) 37, pp. 4310-4328

Persistent link: https://www.econbiz.de/10012609755

High frequency multiscale relationships among major cryptocurrencies : portfolio management implications

Mensi, Walid; Ur Rehman, Mobeen; Muhammad Shafiullah; … - In: Financial innovation : FIN 7 (2021), pp. 1-21

This paper examines the high frequency multiscale relationships and nonlinear multiscale causality between Bitcoin, Ethereum, Monero, Dash, Ripple, and Litecoin. We apply nonlinear Granger causality and rolling window wavelet correlation (RWCC) to 15 min-data. Empirical RWCC results indicate...

Persistent link: https://www.econbiz.de/10012705417

Can investors' informed trading predict cryptocurrency returns? : evidence from machine learning

Wang, Yaqi; Wang, Chunfeng; Sensoy, Ahmet; Yao, Shouyu; … - In: Research in international business and finance 62 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10014247209

Forecasting mid-price movement of bitcoin futures using machine learning

Akyildirim, Erdinc; Cepni, Oguzhan; Corbet, Shaen; … - 2020

Persistent link: https://www.econbiz.de/10013041345

Connectedness of cryptocurrency-related stocks and the cryptocurrency market : evidence from the United States

Akyildirim, Erdinc; Corbet, Shaen; Coşkun, Ali; Ercan, … - 2025

Persistent link: https://www.econbiz.de/10015372568

Understanding the FTX exchange collapse : a dynamic connectedness approach

Akyildirim, Erdinc; Conlon, Thomas; Corbet, Shaen; … - In: Finance research letters 53 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014472440

Do investor sentiments drive cryptocurrency prices?

Akyildirim, Erdinc; Aysan, Ahmet Faruk; Cepni, Oguzhan; … - In: Economics letters 206 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012886872

Introduction: cryptocurrencies and monetary policy

Corbet, Shaen - In: Review of corporate finance 3 (2023) 4, pp. 481-486

Persistent link: https://www.econbiz.de/10014390426

Volatility and return connectedness of cryptocurrency, gold, and uncertainty : evidence from the cryptocurrency uncertainty indices

Elsayed, Ahmed H.; Gozgor, Giray; Yarovaya, Larisa - In: Finance research letters 47 (2022) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10013553791

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