Does Bitcoin follow the hypothesis of efficient market?
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References listed on IDEAS
- Pavel Ciaian & Miroslava Rajcaniova & d’Artis Kancs, 2016.
"The economics of BitCoin price formation,"
Taylor & Francis Journals, vol. 48(19), pages 1799-1815, April.
- Pavel Ciaian & Miroslava Rajcaniova & d'Artis Kancs, 2014. "The Economics of BitCoin Price Formation," EERI Research Paper Series EERI RP 2014/08, Economics and Econometrics Research Institute (EERI), Brussels.
- Pavel Ciaian & Miroslava Rajcaniova & d'Artis Kancs, 2014. "The Economics of BitCoin Price Formation," Papers 1405.4498, arXiv.org.
- Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2015.
"Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoins,"
ULB -- Universite Libre de Bruxelles, vol. 16(6), pages 365-373.
- Marie Briere & Kim Oosterlinck & Ariane Szafarz, 2013. "Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoin," Working Papers CEB 13-031, ULB -- Universite Libre de Bruxelles.
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- Bardsen, Gunnar, 1989. "Estimation of Long Run Coefficients in Error Correction Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 51(3), pages 345-350, August.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Guglielmo Maria Caporale & Alex Plastun, 2017.
"The Day of the Week Effect in the Crypto Currency Market,"
Discussion Papers of DIW Berlin
1694, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Alex Plastun, 2017. "The Day of the Week Effect in the Crypto Currency Market," CESifo Working Paper Series 6716, CESifo Group Munich.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017. "Persistence in the Cryptocurrency Market," CESifo Working Paper Series 6811, CESifo Group Munich.
- Guglielmo Maria Caporale & Alex Plastun, 2018. "Price Overreactions in the Cryptocurrency Market," Discussion Papers of DIW Berlin 1718, DIW Berlin, German Institute for Economic Research.
More about this item
KeywordsCryptocurrencie; Bitcoin; Financial market;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G02 - Financial Economics - - General - - - Behavioral Finance: Underlying Principles
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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