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Clustering patterns in efficiency and the coming-of-age of the cryptocurrency market

Citations

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Cited by:

  1. Christoph J. Börner & Ingo Hoffmann & Jonas Krettek & Tim Schmitz, 2022. "Bitcoin: like a satellite or always hardcore? A core–satellite identification in the cryptocurrency market," Journal of Asset Management, Palgrave Macmillan, vol. 23(4), pages 310-321, July.
  2. OlaOluwa S. Yaya & Ahamuefula E. Ogbonna & Robert Mudida & Nuruddeen Abu, 2021. "Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1318-1335, January.
  3. Ferreira, Paulo & Kristoufek, Ladislav & Pereira, Eder Johnson de Area Leão, 2020. "DCCA and DMCA correlations of cryptocurrency markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
  4. James, Nick & Menzies, Max & Chin, Kevin, 2022. "Economic state classification and portfolio optimisation with application to stagflationary environments," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).
  5. Fernandes, Leonardo H.S. & de Araujo, Fernando H.A. & Silva, José W.L. & Tabak, Benjamin Miranda, 2022. "Booms in commodities price: Assessing disorder and similarity over economic cycles," Resources Policy, Elsevier, vol. 79(C).
  6. M., Krishnadas & Harikrishnan, K.P. & Ambika, G., 2022. "Recurrence measures and transitions in stock market dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 608(P1).
  7. Christoph J. Borner & Ingo Hoffmann & Jonas Krettek & Lars M. Kurzinger & Tim Schmitz, 2021. "Bitcoin: Like a Satellite or Always Hardcore? A Core-Satellite Identification in the Cryptocurrency Market," Papers 2105.12336, arXiv.org.
  8. Liu, Run-Ran & Jia, Chun-Xiao & Rong, Zhihai, 2020. "Effects of strategy-updating cost on evolutionary spatial prisoner’s dilemma game," Applied Mathematics and Computation, Elsevier, vol. 386(C).
  9. James, Nick & Menzies, Max & Gottwald, Georg A., 2022. "On financial market correlation structures and diversification benefits across and within equity sectors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
  10. Nick James & Max Menzies, 2023. "An exploration of the mathematical structure and behavioural biases of 21st century financial crises," Papers 2307.15402, arXiv.org, revised Sep 2023.
  11. Arthur A. B. Pessa & Matjaz Perc & Haroldo V. Ribeiro, 2023. "Age and market capitalization drive large price variations of cryptocurrencies," Papers 2302.12319, arXiv.org.
  12. Hidetoshi Ito & Akane Murakami & Nixon Dutta & Yukari Shirota & Basabi Chakraborty, 2021. "Clustering of ETF Data for Portfolio Selection during Early Period of Corona Virus Outbreak," Gakushuin Economic Papers, Gakushuin University, Faculty of Economics, vol. 58(1), pages 99-114.
  13. Silvia Bartolucci & Fabio Caccioli & Pierpaolo Vivo, 2019. "A percolation model for the emergence of the Bitcoin Lightning Network," Papers 1912.03556, arXiv.org.
  14. Flori, Andrea, 2019. "News and subjective beliefs: A Bayesian approach to Bitcoin investments," Research in International Business and Finance, Elsevier, vol. 50(C), pages 336-356.
  15. Jia, Chun-Xiao & Liu, Run-Ran, 2022. "A moderate self-interest preference promotes cooperation in spatial public goods game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 589(C).
  16. Bouteska, Ahmed & Hajek, Petr & Abedin, Mohammad Zoynul & Dong, Yizhe, 2023. "Effect of twitter investor engagement on cryptocurrencies during the COVID-19 pandemic," Research in International Business and Finance, Elsevier, vol. 64(C).
  17. Luis Lorenzo & Javier Arroyo, 2022. "Analysis of the cryptocurrency market using different prototype-based clustering techniques," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-46, December.
  18. Donglian Ma & Hisashi Tanizaki, 2022. "Intraday patterns of price clustering in Bitcoin," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-25, December.
  19. Nick James & Max Menzies & Kevin Chin, 2022. "Economic state classification and portfolio optimisation with application to stagflationary environments," Papers 2203.15911, arXiv.org, revised Sep 2022.
  20. James, Nick & Chin, Kevin, 2022. "On the systemic nature of global inflation, its association with equity markets and financial portfolio implications," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 593(C).
  21. Luiz G. A. Alves & Higor Y. D. Sigaki & Matjaz Perc & Haroldo V. Ribeiro, 2020. "Collective dynamics of stock market efficiency," Papers 2011.14809, arXiv.org.
  22. Nick James & Max Menzies, 2023. "Collective dynamics, diversification and optimal portfolio construction for cryptocurrencies," Papers 2304.08902, arXiv.org, revised Jun 2023.
  23. Qiao, Xingzhi & Zhu, Huiming & Hau, Liya, 2020. "Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis," International Review of Financial Analysis, Elsevier, vol. 71(C).
  24. Iqbal, Javid & Saeed, Abubakr, 2023. "Managerial sentiments, non-performing loans, and banks financial performance: A causal mediation approach," Chaos, Solitons & Fractals, Elsevier, vol. 171(C).
  25. Fan Fang & Carmine Ventre & Michail Basios & Leslie Kanthan & David Martinez-Rego & Fan Wu & Lingbo Li, 2022. "Cryptocurrency trading: a comprehensive survey," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-59, December.
  26. Mingbo Zheng & Gen-Fu Feng & Xinxin Zhao & Chun-Ping Chang, 2023. "The transaction behavior of cryptocurrency and electricity consumption," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-18, December.
  27. Éder Pereira & Paulo Ferreira & Derick Quintino, 2022. "Non-Fungible Tokens (NFTs) and Cryptocurrencies: Efficiency and Comovements," FinTech, MDPI, vol. 1(4), pages 1-8, October.
  28. James, Nick & Menzies, Max, 2023. "An exploration of the mathematical structure and behavioural biases of 21st century financial crises," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 630(C).
  29. Gomez, Ledys Llasmin Salazar & Torres, Soledad & Kiseľák, Jozef & Fuders, Felix & Ishimura, Naoyuki & Yoshizawa, Yasukazu & Stehlík, Milan, 2022. "Long memory estimation in a non-Gaussian bivariate process," Applied Mathematics and Computation, Elsevier, vol. 420(C).
  30. James, Nick & Menzies, Max & Chok, James & Milner, Aaron & Milner, Cas, 2023. "Geometric persistence and distributional trends in worldwide terrorism," Chaos, Solitons & Fractals, Elsevier, vol. 169(C).
  31. Fernandes, Leonardo H.S. & Bouri, Elie & Silva, José W.L. & Bejan, Lucian & de Araujo, Fernando H.A., 2022. "The resilience of cryptocurrency market efficiency to COVID-19 shock," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 607(C).
  32. Claire Davison & Peyman Akhavan & Tony Jan & Neda Azizi & Somayeh Fathollahi & Nastaran Taheri & Omid Haass & Mukesh Prasad, 2022. "Evaluation of Sustainable Digital Currency Exchange Platforms Using Analytic Models," Sustainability, MDPI, vol. 14(10), pages 1-12, May.
  33. Shahriari, Zahra & Nazarimehr, Fahimeh & Rajagopal, Karthikeyan & Jafari, Sajad & Perc, Matjaž & Svetec, Milan, 2022. "Cryptocurrency price analysis with ordinal partition networks," Applied Mathematics and Computation, Elsevier, vol. 430(C).
  34. Fan Fang & Carmine Ventre & Michail Basios & Leslie Kanthan & Lingbo Li & David Martinez-Regoband & Fan Wu, 2020. "Cryptocurrency Trading: A Comprehensive Survey," Papers 2003.11352, arXiv.org, revised Jan 2022.
  35. Lahmiri, Salim & Bekiros, Stelios, 2020. "Big data analytics using multi-fractal wavelet leaders in high-frequency Bitcoin markets," Chaos, Solitons & Fractals, Elsevier, vol. 131(C).
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