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Efficiency, multifractality, and the long-memory property of the Bitcoin market : a comparative analysis with stock, currency, and gold markets
Al-Yahyaee, Khamis Hamed; Mensi, Walid; Yoon, Seong-min - In: Finance research letters 27 (2018), pp. 228-234
Persistent link: https://www.econbiz.de/10012006868
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Impact of Brexit vote on the London stock exchange : a sectorial analysis of its volatility and efficiency
Arshad, Shaista; Rizvi, Syed Aun Raza; Haroon, Omair - In: Finance research letters 34 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012436576
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Stock market efficiency analysis using long spans of Data : a multifractal detrended fluctuation approach
Tiwari, Aviral Kumar; Aye, Goodness C.; Gupta, Rangan - In: Finance research letters 28 (2019), pp. 398-411
Persistent link: https://www.econbiz.de/10012388354
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Investor attention and short-term return reversals
Heyman, Dries; Lescrauwaet, Michiel; Stieperaere, Hannes - In: Finance research letters 29 (2019), pp. 1-6
Persistent link: https://www.econbiz.de/10012417526
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Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets : an asymmetric multifractal detrended fluctuation analysis
Mensi, Walid; Lee, Yun Jung; Al-Yahyaee, Khamis Hamed; … - In: Finance research letters 31 (2019), pp. 19-25
Persistent link: https://www.econbiz.de/10012420970
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Intraday efficiency-frequency nexus in the cryptocurrency markets
Aslan, Aylin; Sensoy, Ahmet - In: Finance research letters 35 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012438404
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Calendar effects in Bitcoin returns and volatility
Kinateder, Harald; Papavassiliou, Vassilios G. - In: Finance research letters 38 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012485376
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Intraday interactions between high-frequency trading and price efficiency
Ben Ammar, Imen; Hellara, Slaheddine - In: Finance research letters 41 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013336225
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Do speculative traders anticipate or follow USD/EUR exchange rate movements? : new evidence on the efficiency of the EUR currency futures market
Hossfeld, Oliver; Röthig, Andreas - In: Finance research letters 18 (2016), pp. 218-225
Persistent link: https://www.econbiz.de/10011657024
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Are stock markets efficient in the face of fear? : evidence from the terrorist attacks in Paris and Brussels
Kolaric, Sascha; Schiereck, Dirk - In: Finance research letters 18 (2016), pp. 306-310
Persistent link: https://www.econbiz.de/10011657261