The changing patterns of risk aversion of traditional financial assets may follow a non-linear, counter-cyclical, process. However, research in this area has not considered the effects of the rapidly developing cryptocurrency markets. Given the distinct features and growing impact of...

We examine the interactions between cryptocurrency price volatility and liquidity during the outbreak of the COVID-19 pandemic. Evidence suggests that these developing digital products have played a new role as a potential safe-haven during periods of substantial financial market panic. Results...

The paper presents a novel analysis specifically investigating as to whether stocks associated with leading blockchain patent-developments influence the price volatility of Bitcoin across multiple time frequencies. It is important to further develop our understanding of the inter-dynamics...

Controlling for the polarity and subjectivity of social media data based on the development of the COVID-19 outbreak, we analyse the relationships between the largest cryptocurrencies and such time-varying realisation as to the scale of the economic shock centralised within the...

Pump-and-dumps represent planned systems to artificially inflate asset values, usually through the dissemination of positive, and often false statements surrounding the future expected value of a financial asset. After purchasing the assets and taking advantage of the momentum generated in the...