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Network Analysis of Multivariate Transfer Entropy of Cryptocurrencies in Times of Turbulence

Andrés García-Medina, José B. Hernández C.
<span title="2020-07-11">2020</span> <i title="MDPI AG"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/4d3elkqvznfzho6ki7a35bt47u" style="color: black;">Entropy</a> </i> &nbsp;
We investigate the effects of the recent financial turbulence of 2020 on the market of cryptocurrencies taking into account the hourly price and volume of transactions from December 2019 to April 2020.  ...  Our results suggest the financial turbulence induce a higher flow of information on the cryptocurrency market in the sense of a higher clustering coefficient and complexity of the network.  ...  The funders had no role in the design of the study; in the collection, analyses, or interpretation of data; in the writing of the manuscript, or in the decision to publish the results.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.3390/e22070760">doi:10.3390/e22070760</a> <a target="_blank" rel="external noopener" href="https://www.ncbi.nlm.nih.gov/pubmed/33286532">pmid:33286532</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/n43bd7cuabdrxmlhhmlvi43j4u">fatcat:n43bd7cuabdrxmlhhmlvi43j4u</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20200715064056/https://res.mdpi.com/d_attachment/entropy/entropy-22-00760/article_deploy/entropy-22-00760.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/45/12/4512c6190719d1e0e2eb0a7611a2b14a22a12c87.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.3390/e22070760"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="unlock alternate icon" style="background-color: #fb971f;"></i> mdpi.com </button> </a>

Cryptocurrencies: market analysis and perspectives

Giancarlo Giudici, Alistair Milne, Dmitri Vinogradov
<span title="2019-09-17">2019</span> <i title="Springer Science and Business Media LLC"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/ng6xfr574zal5ld3cciif54lxm" style="color: black;">Economia e Politica Industriale</a> </i> &nbsp;
The papers in this special issue focus on the emerging phenomenon of cryptocurrencies.  ...  The rise of cryptocurrencies' value on the market and the growing popularity around the world open a number of challenges and concerns for business and industrial economics.  ...  The analysis claims that the volume of trading in Bitcoin can be explained predominantly in terms of price dynamics considering past price movements, particularly positive price changes, and that the path  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1007/s40812-019-00138-6">doi:10.1007/s40812-019-00138-6</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/kobkphmrh5ezberark5367u5dm">fatcat:kobkphmrh5ezberark5367u5dm</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20200510112442/https://link.springer.com/content/pdf/10.1007%2Fs40812-019-00138-6.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/b0/a6/b0a6880a6a3d071bf97c34f35954874b341d5228.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1007/s40812-019-00138-6"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> springer.com </button> </a>

Time-Varying Volatility in Bitcoin Market and Information Flow at Minute-Level Frequency

Irena Barjašić, Nino Antulov-Fantulin
<span title="2021-05-21">2021</span> <i title="Frontiers Media SA"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/im246jdlofanriyhr3bpyw2cwy" style="color: black;">Frontiers in Physics</a> </i> &nbsp;
In this article, we analyze the time series of minute price returns on the Bitcoin market through the statistical models of the generalized autoregressive conditional heteroscedasticity (GARCH) family.  ...  Using time series of Bitcoin-related tweets, the Bitcoin trade volume, and the Bitcoin bid–ask spread, as external information signals, we test for improvement in volatility prediction of several GARCH  ...  AUTHOR CONTRIBUTIONS IB performed experiments, NA-F supervised the research, and both authors analyzed the results and wrote the manuscript.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.3389/fphy.2021.644102">doi:10.3389/fphy.2021.644102</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/m22wbejgsbfqbiqegm336qpwau">fatcat:m22wbejgsbfqbiqegm336qpwau</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20210715130525/https://www.research-collection.ethz.ch/bitstream/handle/20.500.11850/489248/fphy-09-644102.pdf;jsessionid=CAAE1AEA06CF85FBE6B0887C60AD86D9?sequence=3" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/a7/05/a70588e2e82b480a547a8133062e2979776be6cb.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.3389/fphy.2021.644102"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="unlock alternate icon" style="background-color: #fb971f;"></i> frontiersin.org </button> </a>

Time-varying volatility in Bitcoin market and information flow at minute-level frequency [article]

Irena Barjašić, Nino Antulov-Fantulin
<span title="2021-01-28">2021</span> <i > arXiv </i> &nbsp; <span class="release-stage" >pre-print</span>
returns are governed by the information flow about the market.  ...  In this paper, we analyze the time-series of minute price returns on the Bitcoin market through the statistical models of generalized autoregressive conditional heteroskedasticity (GARCH) family.  ...  In this paper, we compare price volatility predictions of GARCH(1,1) with those of GARCHX(1,1) to explore how information is absorbed into the emerging cryptocurrency market of Bitcoin.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener" href="https://arxiv.org/abs/2004.00550v2">arXiv:2004.00550v2</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/jp5dluf53fg6jpg6iz6cntmcmy">fatcat:jp5dluf53fg6jpg6iz6cntmcmy</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20210202212045/https://arxiv.org/pdf/2004.00550v2.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/cd/13/cd133a1b10f09094d34026df94e20da665c2ca29.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener" href="https://arxiv.org/abs/2004.00550v2" title="arxiv.org access"> <button class="ui compact blue labeled icon button serp-button"> <i class="file alternate outline icon"></i> arxiv.org </button> </a>

Information Flow between Global Equities and Cryptocurrencies: A VMD-Based Entropy Evaluating Shocks from COVID-19 Pandemic

Emmanuel Asafo-Adjei, Peterson Owusu Junior, Anokye M. Adam, Paulo Jorge Silveira Ferreira
<span title="2021-10-21">2021</span> <i title="Hindawi Limited"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/y3fh56bfunh5fgneywwba6d4ke" style="color: black;">Complexity</a> </i> &nbsp;
The impetus of this study is to examine the degree of asymmetry and nonlinear directional causality between global equities and cryptocurrencies in the frequency domain.  ...  We, consequently, establish a significant directional, dynamical, and scale-dependent information flow between global equities and cryptocurrencies.  ...  predominantly in terms of price dynamics considering past price movements.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1155/2021/4753753">doi:10.1155/2021/4753753</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/6ylwxnhkrvd4lprsuabowahrpq">fatcat:6ylwxnhkrvd4lprsuabowahrpq</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20211024155243/https://downloads.hindawi.com/journals/complexity/2021/4753753.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/51/fe/51fe76d450a10ff97eff3c2a06d4e96a2e7c9fdc.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1155/2021/4753753"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="unlock alternate icon" style="background-color: #fb971f;"></i> hindawi.com </button> </a>

Cryptocurrency market structure: connecting emotions and economics [article]

Tomaso Aste
<span title="2019-03-03">2019</span> <i > arXiv </i> &nbsp; <span class="release-stage" >pre-print</span>
This is the first study of the whole cryptocurrency market structure.  ...  We study the dependency and causality structure of the cryptocurrency market investigating collective movements of both prices and social sentiment related to almost two thousand cryptocurrencies traded  ...  Also thank to Zac Keskin for investigating transfer entropy in these systems within a parallel work that helped clarifying several issues in this one as well.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener" href="https://arxiv.org/abs/1903.00472v1">arXiv:1903.00472v1</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/nr2u4b7gwrhaxe4tdu2kzxbflu">fatcat:nr2u4b7gwrhaxe4tdu2kzxbflu</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20200823200403/https://arxiv.org/pdf/1903.00472v1.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/df/a8/dfa8a36727ce344b20bdab07767d3c1cbd48d05e.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener" href="https://arxiv.org/abs/1903.00472v1" title="arxiv.org access"> <button class="ui compact blue labeled icon button serp-button"> <i class="file alternate outline icon"></i> arxiv.org </button> </a>

Is Bitcoin Still a King? Relationships between Prices, Volatility and Liquidity of Cryptocurrencies during the Pandemic

Barbara Będowska-Sójka, Agata Kliber, Aleksandra Rutkowska
<span title="2021-10-22">2021</span> <i title="MDPI AG"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/4d3elkqvznfzho6ki7a35bt47u" style="color: black;">Entropy</a> </i> &nbsp;
We examine the transfer entropy between volatility and liquidity of seven highly capitalized cryptocurrencies in order to determine the potential direction of information flow.  ...  We try to establish the commonalities and leadership in the cryptocurrency markets by examining the mutual information and lead-lag relationships between Bitcoin and other cryptocurrencies from January  ...  Figure 1 presents the volume of trade of the analysed cryptocurrencies, while Figure 2 shows their closing prices. Both prices and volumes are from the Bitfinex exchange.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.3390/e23111386">doi:10.3390/e23111386</a> <a target="_blank" rel="external noopener" href="https://www.ncbi.nlm.nih.gov/pubmed/34828084">pmid:34828084</a> <a target="_blank" rel="external noopener" href="https://pubmed.ncbi.nlm.nih.gov/PMC8624574/">pmcid:PMC8624574</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/co7qd2ebibfrliemxpl4qqknsy">fatcat:co7qd2ebibfrliemxpl4qqknsy</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20220424142940/https://mdpi-res.com/d_attachment/entropy/entropy-23-01386/article_deploy/entropy-23-01386-v2.pdf?version=1635911335" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/66/ec/66ec33e2369ce149a4cc1fd2a73f146e71a23a3d.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.3390/e23111386"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="unlock alternate icon" style="background-color: #fb971f;"></i> mdpi.com </button> </a> <a target="_blank" rel="external noopener" href="https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8624574" title="pubmed link"> <button class="ui compact blue labeled icon button serp-button"> <i class="file alternate outline icon"></i> pubmed.gov </button> </a>

Cryptocurrency market structure: connecting emotions and economics

Tomaso Aste
<span title="2019-04-24">2019</span> <i title="Springer Nature"> Digital Finance </i> &nbsp;
This is the first study of the whole cryptocurrency market structure.  ...  I study the dependency and causality structure of the cryptocurrency market investigating collective movements of both prices and social sentiment related to almost two thousand cryptocurrencies traded  ...  Also thank to Zac Keskin for investigating transfer entropy in these systems within a parallel work that helped clarifying several issues in this one as well.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1007/s42521-019-00008-9">doi:10.1007/s42521-019-00008-9</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/yjulhqto6zg3rd357ecmdho2ue">fatcat:yjulhqto6zg3rd357ecmdho2ue</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20200326111112/https://link.springer.com/content/pdf/10.1007%2Fs42521-019-00008-9.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/72/79/7279fe47ff74de444b3ca36afacabb138abd9dd5.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1007/s42521-019-00008-9"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> springer.com </button> </a>

Trade informativeness and liquidity in Bitcoin markets

J. Christopher Westland, Alejandro Raul Hernandez Montoya
<span title="2021-08-12">2021</span> <i title="Public Library of Science (PLoS)"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/s3gm7274mfe6fcs7e3jterqlri" style="color: black;">PLoS ONE</a> </i> &nbsp;
Liquid markets are driven by information asymmetries and the injection of new information in trades into market prices.  ...  In my multivariate analysis, I control for volatility, trading volume, trading intensity and order imbalance to isolate the effect of trade informativeness on book liquidity.  ...  In contrast, dynamic models start with a queue of undifferentiated traders who want to use the market.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1371/journal.pone.0255515">doi:10.1371/journal.pone.0255515</a> <a target="_blank" rel="external noopener" href="https://www.ncbi.nlm.nih.gov/pubmed/34384100">pmid:34384100</a> <a target="_blank" rel="external noopener" href="https://pubmed.ncbi.nlm.nih.gov/PMC8360696/">pmcid:PMC8360696</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/6anjcqyiczawrcfk6x7ubalkkq">fatcat:6anjcqyiczawrcfk6x7ubalkkq</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20210814221229/https://storage.googleapis.com/plos-corpus-prod/10.1371/journal.pone.0255515/1/pone.0255515.pdf?X-Goog-Algorithm=GOOG4-RSA-SHA256&amp;X-Goog-Credential=wombat-sa%40plos-prod.iam.gserviceaccount.com%2F20210814%2Fauto%2Fstorage%2Fgoog4_request&amp;X-Goog-Date=20210814T221229Z&amp;X-Goog-Expires=86400&amp;X-Goog-SignedHeaders=host&amp;X-Goog-Signature=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" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/70/12/701286a72bc95f9ec837ad14ff53cefc86686131.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1371/journal.pone.0255515"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="unlock alternate icon" style="background-color: #fb971f;"></i> plos.org </button> </a> <a target="_blank" rel="external noopener" href="https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8360696" title="pubmed link"> <button class="ui compact blue labeled icon button serp-button"> <i class="file alternate outline icon"></i> pubmed.gov </button> </a>

Understanding Cryptocurrencies

Wolfgang K. Härdle, Campbell R. Harvey, Raphael C. G. Reule
<span title="">2019</span> <i title="Elsevier BV"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/tol7woxlqjeg5bmzadeg6qrg3e" style="color: black;">Social Science Research Network</a> </i> &nbsp;
In contrast to most data in financial economics, detailed data on the history of every transaction in the cryptocurrency complex are freely available.  ...  We provide some insights into the mechanics of cryptocurrencies, describing summary statistics and focusing on potential future research avenues in financial economics.  ...  By considering a comprehensive list of price-and market-related factors in the stock market, they construct cryptocurrency counterparts.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.2139/ssrn.3360304">doi:10.2139/ssrn.3360304</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/nyag5ahpzzf6vm46th62b5jabq">fatcat:nyag5ahpzzf6vm46th62b5jabq</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20200810160655/https://arxiv.org/pdf/2007.14702v1.pdf" title="fulltext PDF download [not primary version]" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <span style="color: #f43e3e;">&#10033;</span> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.2139/ssrn.3360304"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> ssrn.com </button> </a>

Cryptocurrency Trading: A Comprehensive Survey [article]

Fan Fang, Carmine Ventre, Michail Basios, Leslie Kanthan, Lingbo Li, David Martinez-Regoband, Fan Wu
<span title="2022-01-28">2022</span> <i > arXiv </i> &nbsp; <span class="release-stage" >pre-print</span>
In recent years, the tendency of the number of financial institutions including cryptocurrencies in their portfolios has accelerated.  ...  Although they have some commonalities with more traditional assets, they have their own separate nature and their behaviour as an asset is still in the process of being understood.  ...  Conclusions We provided a comprehensive overview and analysis of the research work on cryptocurrency trading. This survey presented a nomenclature of the definitions and current state of the art.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener" href="https://arxiv.org/abs/2003.11352v5">arXiv:2003.11352v5</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/l7eih2yoazbq5i5lv4wh7c24ha">fatcat:l7eih2yoazbq5i5lv4wh7c24ha</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20220206194936/https://arxiv.org/pdf/2003.11352v5.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/a7/0c/a70c52ae17a4c12754a8769bc52e853564ff969b.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener" href="https://arxiv.org/abs/2003.11352v5" title="arxiv.org access"> <button class="ui compact blue labeled icon button serp-button"> <i class="file alternate outline icon"></i> arxiv.org </button> </a>

Initial coin offerings (ICOs): market cycles and relationship with bitcoin and ether

Christian Masiak, Joern H. Block, Tobias Masiak, Matthias Neuenkirch, Katja N. Pielen
<span title="2019-05-23">2019</span> <i title="Springer Science and Business Media LLC"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/4vdh5kglxfcinpbgvs4tm4fd2u" style="color: black;">Small Business Economics</a> </i> &nbsp;
In addition, shocks in cryptocurrency returns have a substantial and positive effect on ICO volumes. In contrast, the volatility of cryptocurrency returns does not significantly affect ICO volumes.  ...  Our results show that ICO market cycles exist and that shocks to the growth rates of ICO volumes are persistent.  ...  In the case of a public presale, firms conducting an ICO also try to gauge the market acceptance of their ICO as well as the smoothness of the ICO process (e.g., transfer of cryptocurrency investments  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1007/s11187-019-00176-3">doi:10.1007/s11187-019-00176-3</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/anj7ohxblfholfayxw5kbjx72a">fatcat:anj7ohxblfholfayxw5kbjx72a</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20200326021614/https://link.springer.com/content/pdf/10.1007%2Fs11187-019-00176-3.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/cd/70/cd704904ad0d953e96fef56bc4d7d2a18a3a2b2c.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1007/s11187-019-00176-3"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="external alternate icon"></i> springer.com </button> </a>

Cryptocurrency trading: a comprehensive survey

Fan Fang, Carmine Ventre, Michail Basios, Leslie Kanthan, David Martinez-Rego, Fan Wu, Lingbo Li
<span title="2022-02-07">2022</span> <i title="Springer Science and Business Media LLC"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/fbo3kqq2t5cetjcpypcwevp5yq" style="color: black;">Financial Innovation</a> </i> &nbsp;
AbstractIn recent years, the tendency of the number of financial institutions to include cryptocurrencies in their portfolios has accelerated.  ...  Although they have some commonalities with more traditional assets, they have their own separate nature and their behaviour as an asset is still in the process of being understood.  ...  The network creates a means of transaction and enables the transfer of value and information. Cryptocurrencies are the tokens used in these networks to send value and pay for these transactions.  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1186/s40854-021-00321-6">doi:10.1186/s40854-021-00321-6</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/d3d2pkxy5fgcfa4s6gi4h2snua">fatcat:d3d2pkxy5fgcfa4s6gi4h2snua</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20220207121928/https://jfin-swufe.springeropen.com/track/pdf/10.1186/s40854-021-00321-6.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/ea/42/ea42c1f6dbdd36a4776e4cd42ea7b06a1df252b8.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.1186/s40854-021-00321-6"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="unlock alternate icon" style="background-color: #fb971f;"></i> springer.com </button> </a>

Information Flow between Bitcoin and Other Investment Assets

Jang, Yi, Kim, Ahn
<span title="2019-11-14">2019</span> <i title="MDPI AG"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/4d3elkqvznfzho6ki7a35bt47u" style="color: black;">Entropy</a> </i> &nbsp;
However, for symbolic transfer entropy, the dynamic rise–fall pattern in return series shows an asymmetric information flow from other assets to Bitcoin.  ...  Our results imply that the Bitcoin market actively interacts with major asset markets, and its long-term equilibrium, as a nascent market, gradually synchronizes with that of other investment assets.  ...  In sum, the dynamic patterns of the return series reveal the dominance of the information discovery, and our results suggest that, in the long term, as a nascent market, the Bitcoin market potentially  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.3390/e21111116">doi:10.3390/e21111116</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/rp7j7mgonfd63flbngozvr3wzy">fatcat:rp7j7mgonfd63flbngozvr3wzy</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20191116043851/https://res.mdpi.com/d_attachment/entropy/entropy-21-01116/article_deploy/entropy-21-01116.pdf" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/6b/5a/6b5a2ac3529e7de4be24e290031c2101cde65713.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.3390/e21111116"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="unlock alternate icon" style="background-color: #fb971f;"></i> mdpi.com </button> </a>

THE PROSPECTS OF USING CRYPTOCURRENCY BITCOIN AS A FINANCIAL INNOVATION IN THE INFORMATION ECONOMY OF UKRAINE

O. V. Perchuk, I. M. Makarchuk, L. M. Yaremenko
<span title="2019-12-27">2019</span> <i title="University of Banking of National Bank of Ukraine (Kyiv)"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/hluufxczbrax7mygwnw4vvvl24" style="color: black;">Financial and credit activity problems of theory and practice</a> </i> &nbsp;
The growth dynamics of cryptocurrency market capitalization in the world makes Bitcoin the most successful example of the use of virtual currency in the information economy.  ...  They show the growth dynamics in cryptocurrency market capitalization where Bitcoin predominates.  ...  By summarizing foreign research on the problems of price formation in the cryptocurrency market, variability and constant changes of internal and external environment that influence formation and dynamics  ... 
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.18371/fcaptp.v4i31.190971">doi:10.18371/fcaptp.v4i31.190971</a> <a target="_blank" rel="external noopener" href="https://fatcat.wiki/release/7yjcevc3drcj3hrwrwdkxi5724">fatcat:7yjcevc3drcj3hrwrwdkxi5724</a> </span>
<a target="_blank" rel="noopener" href="https://web.archive.org/web/20200324044841/http://fkd.org.ua/article/download/190971/191836" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="https://blobs.fatcat.wiki/thumbnail/pdf/e1/87/e187457b9fe557c41b05b5778df5733ae1fe7344.180px.jpg" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href="https://doi.org/10.18371/fcaptp.v4i31.190971"> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="unlock alternate icon" style="background-color: #fb971f;"></i> Publisher / doi.org </button> </a>
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