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What drives the Bitcoin price? A factor augmented error correction mechanism investigation

Citations

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Cited by:

  1. Theodore Panagiotidis & Thanasis Stengos & Orestis Vravosinos, 2020. "A Principal Component-Guided Sparse Regression Approach for the Determination of Bitcoin Returns," JRFM, MDPI, vol. 13(2), pages 1-10, February.
  2. Marthinsen, John E. & Gordon, Steven R., 2022. "The price and cost of bitcoin," The Quarterly Review of Economics and Finance, Elsevier, vol. 85(C), pages 280-288.
  3. Panagiotidis, Theodore & Papapanagiotou, Georgios & Stengos, Thanasis, 2024. "A Bayesian approach for the determinants of bitcoin returns," International Review of Financial Analysis, Elsevier, vol. 91(C).
  4. Yae, James & Tian, George Zhe, 2022. "Out-of-sample forecasting of cryptocurrency returns: A comprehensive comparison of predictors and algorithms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 598(C).
  5. Bhaskar Tripathi & Rakesh Kumar Sharma, 2025. "Cryptocurrency Exchanges and Traditional Markets: A Multi-algorithm Liquidity Comparison Using Multi-criteria Decision Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 65(5), pages 2649-2677, May.
  6. 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).
  7. John E. Marthinsen & Steven R. Gordon, 2022. "The Price and Cost of Bitcoin," Papers 2204.13102, arXiv.org.
  8. Lei Wang & Provash Kumer Sarker & Elie Bouri, 2023. "Short- and Long-Term Interactions Between Bitcoin and Economic Variables: Evidence from the US," Computational Economics, Springer;Society for Computational Economics, vol. 61(4), pages 1305-1330, April.
  9. Murat Akkaya, 2021. "The Determinants of the Volatility in Cryptocurrency Markets: The Bitcoin Case," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, vol. 35(1), pages 87-97.
  10. Misha Perepelitsa, 2022. "Elementary Bitcoin economics: from production and transaction demand to values," Papers 2211.07035, arXiv.org.
  11. Ben Osman, Myriam & Galariotis, Emilios & Guesmi, Khaled & Hamdi, Haykel & Naoui, Kamel, 2024. "Are markets sentiment driving the price bubbles in the virtual?," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 272-285.
  12. Daehan Kim & Doojin Ryu & Robert I. Webb, 2024. "Does a higher hashrate strengthen Bitcoin network security?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-15, December.
  13. Zdravka Aljinović & Branka Marasović & Tea Šestanović, 2021. "Cryptocurrency Portfolio Selection—A Multicriteria Approach," Mathematics, MDPI, vol. 9(14), pages 1-21, July.
  14. Alexander, Carol & Deng, Jun & Feng, Jianfen & Wan, Huning, 2023. "Net buying pressure and the information in bitcoin option trades," Journal of Financial Markets, Elsevier, vol. 63(C).
  15. Jong-Min Kim & Chanho Cho & Chulhee Jun, 2022. "Forecasting the Price of the Cryptocurrency Using Linear and Nonlinear Error Correction Model," JRFM, MDPI, vol. 15(2), pages 1-10, February.
  16. Ozkan Haykir & Ibrahim Yagli, 2022. "Speculative bubbles and herding in cryptocurrencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-33, December.
  17. Burcu Kapar & Jose Olmo, 2021. "Analysis of Bitcoin prices using market and sentiment variables," The World Economy, Wiley Blackwell, vol. 44(1), pages 45-63, January.
  18. Christophe Schinckus & Canh Phuc Nguyen & Felicia Hui Ling Chong, 2023. "Between financial and algorithmic dynamics of cryptocurrencies: An exploratory study," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(3), pages 3055-3070, July.
  19. Joubert, Thomas H.A., 2024. "Unraveling Bitcoin price unpredictability: The role of hard forks," International Review of Financial Analysis, Elsevier, vol. 96(PB).
  20. Gaies, Brahim & Nakhli, Mohamed Sahbi & Sahut, Jean-Michel & Schweizer, Denis, 2023. "Interactions between investors’ fear and greed sentiment and Bitcoin prices," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
  21. Aljinović Zdravka & Marasović Branka & Milićević Tea Kalinić, 2022. "The Risk and Return of Traditional and Alternative Investments Under the Impact of COVID-19," Business Systems Research, Sciendo, vol. 13(3), pages 8-22, October.
  22. Taha Zaghdoudi & Kais Tissaoui & Mohamed Hédi Maâloul & Younès Bahou & Niazi Kammoun, 2024. "Can Economic, Geopolitical and Energy Uncertainty Indices Predict Bitcoin Energy Consumption? New Evidence from a Machine Learning Approach," Energies, MDPI, vol. 17(13), pages 1-15, July.
  23. Almeida, José & Gonçalves, Tiago Cruz, 2023. "A systematic literature review of investor behavior in the cryptocurrency markets," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
  24. Pho, Kim Hung & Ly, Sel & Lu, Richard & Hoang, Thi Hong Van & Wong, Wing-Keung, 2021. "Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China," International Review of Financial Analysis, Elsevier, vol. 74(C).
  25. Joseph J. French, 2021. "#Bitcoin, #COVID-19: Twitter-Based Uncertainty and Bitcoin Before and during the Pandemic," IJFS, MDPI, vol. 9(2), pages 1-7, May.
  26. Ahmed, Walid M.A., 2022. "Robust drivers of Bitcoin price movements: An extreme bounds analysis," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
  27. Palazzi, Rafael Baptista & Júnior, Gerson de Souza Raimundo & Klotzle, Marcelo Cabus, 2021. "The dynamic relationship between bitcoin and the foreign exchange market: A nonlinear approach to test causality between bitcoin and currencies," Finance Research Letters, Elsevier, vol. 42(C).
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