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Informed trading in the Bitcoin market
Feng, Wenjun; Yiming, Wang; Zhang, Zhengjun - In: Finance research letters 26 (2018), pp. 63-70
Persistent link: https://www.econbiz.de/10012005541
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Can cryptocurrencies be a safe haven : a tail risk perspective analysis
Feng, Wenjun; Yiming, Wang; Zhang, Zhengjun - In: Applied economics 50 (2018) 44, pp. 4745-4762
Persistent link: https://www.econbiz.de/10012061627
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Good and bad self-excitation : asymmetric self-exciting jumps in Bitcoin returns
Zhang, Chuanhai; Zhang, Zhengjun; Xu, Mengyu; Peng, Zhe - In: Economic modelling 119 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014249483
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Currency exchange rate predictability : the new power of Bitcoin prices
Feng, Wenjun; Zhang, Zhengjun - In: Journal of international money and finance 132 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014290854
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Risk-weighted cryptocurrency indices
Feng, Wenjun; Zhang, Zhengjun - In: Finance research letters 51 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014291558