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Some stylized facts of the cryptocurrency market

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Alessandro Cremaschini, Antonio Punzo, Eliano Martellucci & Antonello Maruotti. (2023) On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19. Applied Economics 55:32, pages 3675-3688.
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Alla A. Petukhina, Raphael C. G. Reule & Wolfgang Karl Härdle. (2021) Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies. The European Journal of Finance 27:1-2, pages 8-30.
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Jan Jakub Szczygielski, Andreas Karathanasopoulos & Adam Zaremba. (2020) One shape fits all? A comprehensive examination of cryptocurrency return distributions. Applied Economics Letters 27:19, pages 1567-1573.
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Liang Wu & Shujuan Chen. (2020) Long memory and efficiency of Bitcoin under heavy tails. Applied Economics 52:48, pages 5298-5309.
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Jing Zhang & Qi-zhi He. (2021) Dynamic Cross-Market Volatility Spillover Based on MSV Model: Evidence from Bitcoin, Gold, Crude Oil, and Stock Markets. Complexity 2021, pages 1-8.
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Rong Li, Sufang Li, Di Yuan & Huiming Zhu. (2021) Investor attention and cryptocurrency: Evidence from wavelet-based quantile Granger causality analysis. Research in International Business and Finance 56, pages 101389.
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Stefano Martinazzi, Daniele Regoli & Andrea Flori. (2020) A Tale of Two Layers: The Mutual Relationship between Bitcoin and Lightning Network. Risks 8:4, pages 129.
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Chun-Xiao Nie. (2020) Correlation dynamics in the cryptocurrency market based on dimensionality reduction analysis. Physica A: Statistical Mechanics and its Applications 554, pages 124702.
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