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Dynamic efficiency and arbitrage potential in Bitcoin : a long-memory approach

Duan, Kun; Li, Zeming; Urquhart, Andrew; Ye, Jinqiang - In: International review of financial analysis 75 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012804143

The instability of stablecoins

Duan, Kun; Urquhart, Andrew - In: Finance research letters 52 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014472118

Dynamics of the sheltering role of Bitcoin against crude oil market crash with varying severity of the COVID-19 : a comparison with gold

Ren, Xiaohang; Wang, Rui; Duan, Kun; Chen, Jinyu - In: Research in international business and finance 62 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10014247238

Efficiency dynamics across segmented Bitcoin markets : evidence from a decomposition strategy

Duan, Kun; Gao, Yang; Mishra, Tapas; Satchell, Stephen - In: Journal of international financial markets, … 83 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014306399

Do clean and dirty cryptocurrencies connect financial assets differently? : the perspective of market inefficiency

Duan, Kun; Zhang, Liya; Urquhart, Andrew; Yao, Kai; … - In: Research in international business and finance 70 (2024) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10015055821

Is Bitcoin really more than a diversifier? : a pre- and post-COVID-19 analysis

Huang, Yingying; Duan, Kun; Mishra, Tapas - In: Finance research letters 43 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10014633478

Does Bitcoin affect decomposed oil shocks differently? : evidence from a quantile-based framework

Feng, Hao; Gao, Da; Duan, Kun; Urquhart, Andrew - In: International review of financial analysis 89 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014467082

Do clean and dirty cryptocurrencies connect with financial assets differently? : the role of economic policy uncertainty

Duan, Kun; Zhao, Yanqi; Urquhart, Andrew; Huang, Yingying - In: Energy economics 127 (2023) 1, pp. 1-21

Persistent link: https://www.econbiz.de/10014488501

The Intraday Dynamics of Bitcoin

Eross, Andrea - 2017

Bitcoin has received much investor attention in recent years, however, there remains a lot of scepticism and lack of understanding of this cryptocurrency. We contribute to the growing literature of Bitcoin by examining the intraday variables of the leading Bitcoin exchange with the highest...

Persistent link: https://www.econbiz.de/10012950478

The intraday dynamics of Bitcoin

Eross, Andrea; McGroarty, Frank; Urquhart, Andrew; … - In: Research in international business and finance 49 (2019), pp. 71-81

Persistent link: https://www.econbiz.de/10012135993