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Applied Economics Letters Volume 28, 2021 - Issue 6
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Research Article

On the evolution of cryptocurrency market efficiency

Akihiko Nodaa Faculty of Economics, Kyoto Sangyo University, Kyoto, Japan;b Keio Economic Observatory, Keio University, Tokyo, JapanCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0001-8073-8686View further author information
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Pages 433-439 | Published online: 03 May 2020

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John Kingsley Woode, Peterson Owusu Junior, Anokye M. Adam, Emmanuel Assifuah-Nunoo & Audrey Foriwaa Adjei. (2023) Nexus between cryptocurrencies and global uncertainty: A quantile regression approach. Cogent Economics & Finance 11:2.
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Baptiste Perez Riaza & Jean-Yves Gnabo. (2023) Decentralized Autonomous Organizations (DAOs): Catalysts for enhanced market efficiency. Finance Research Letters 58, pages 104445.
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Mohamed Malek Belhoula, Walid Mensi & Kamel Naoui. (2023) Impacts of investor's sentiment, uncertainty indexes, and macroeconomic factors on the dynamic efficiency of G7 stock markets. Quality & Quantity.
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Faheem Aslam, Bilal Ahmed Memon, Ahmed Imran Hunjra & Elie Bouri. (2023) The dynamics of market efficiency of major cryptocurrencies. Global Finance Journal 58, pages 100899.
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José Almeida & Tiago Cruz Gonçalves. (2023) Cryptocurrency market microstructure: a systematic literature review. Annals of Operations Research.
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Zynobia Barson & Peterson Owusu Junior. (2023) Connectedness in cross-assets and digital assets attention indices. Heliyon 9:10, pages e20668.
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Hanh-Hong Le, Binh Thanh Nguyen & Nguyen Nhan Thien. (2023) Herding behavior in the cryptocurrency market: the case of the Russia–Ukraine conflict. Journal of Industrial and Business Economics.
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Jose Alvarez-Ramirez. (2023) Recurrence Interval Analysis of the US Bitcoin Market. Fluctuation and Noise Letters 22:04.
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Aiman Hairudin & Azhar Mohamad. (2023) The isotropy of cryptocurrency volatility. International Journal of Finance & Economics.
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Keshab Shrestha, Babak Naysary & Sheena Sara Suresh Philip. (2023) Fintech market efficiency: A multifractal detrended fluctuation analysis. Finance Research Letters 54, pages 103775.
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Jacek Karasiński. (2023) The adaptive market hypothesis and the return predictability in the cryptocurrency markets. Economics and Business Review 9:1, pages 94-118.
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Diana Saldanha, T. Mallikarjunappa & Kofi Mintah Oware. (2023) Determinants of Adaptive Behaviour in Stock Market: A Review. Vision: The Journal of Business Perspective, pages 097226292211488.
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Yosra Ghabri & Marjène Rabah Gana. (2023) On the dynamic relationship between transaction volume and returns: evidence from the cryptocurrency market. Journal of Economic and Administrative Sciences.
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Mateusz Skwarek. (2023) Is Bitcoin an emerging market? A market efficiency perspective. Central European Economic Journal 10:57, pages 219-236.
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Baptiste Perez Riaza & Jean-Yves Gnabo. (2023) Decentralized Autonomous Organizations (DAOs): Catalysts for Enhanced Market Efficiency. SSRN Electronic Journal.
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Fabian Erich Eska, Yanghua Shi, Erik Theissen & Marliese Uhrig‐Homburg. (2023) Design and Valuation of Cryptocurrencies. SSRN Electronic Journal.
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Ata Assaf, Khaled Mokni, Imran Yousaf & Avishek Bhandari. (2023) Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. Research in International Business and Finance 64, pages 101821.
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Ayoub Ammy-Driss & Matthieu Garcin. (2023) Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. Physica A: Statistical Mechanics and its Applications 609, pages 128335.
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Pradipta Kumar Sahoo & Dinabandhu Sethi. (2022) Market efficiency of the cryptocurrencies: Some new evidence based on price–volume relationship. International Journal of Finance & Economics.
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Onur Özdemir. (2022) Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis. Financial Innovation 8:1.
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Leonardo H.S. Fernandes, Elie Bouri, José W.L. Silva, Lucian Bejan & Fernando H.A. de Araujo. (2022) The resilience of cryptocurrency market efficiency to COVID-19 shock. Physica A: Statistical Mechanics and its Applications 607, pages 128218.
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Patrick Jaquart, Sven Köpke & Christof Weinhardt. (2022) Machine Learning for Cryptocurrency Market Prediction and Trading. The Journal of Finance and Data Science.
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Savva Shanaev & Binam Ghimire. (2022) A generalised seasonality test and applications for cryptocurrency and stock market seasonality. The Quarterly Review of Economics and Finance 86, pages 172-185.
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Ata Assaf, Luis Alberiko Gil-Alana & Khaled Mokni. (2021) True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods. Empirical Economics 63:3, pages 1543-1570.
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Chao Yu, Wenke Yang, Feiyu Xie & Jianmin He. (2022) Technology and Security Analysis of Cryptocurrency Based on Blockchain. Complexity 2022, pages 1-15.
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Sotirios Oikonomopoulos, Katerina Tzafilkou, Dimitrios Karapiperis & Vassilios Verykios. (2022) Cryptocurrency Price Prediction using Social Media Sentiment Analysis. Cryptocurrency Price Prediction using Social Media Sentiment Analysis.
Ata Assaf, Avishek Bhandari, Husni Charif & Ender Demir. (2022) Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19. International Review of Financial Analysis 82, pages 102132.
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Anupam Dutta & Elie Bouri. (2022) Outliers and Time-Varying Jumps in the Cryptocurrency Markets. Journal of Risk and Financial Management 15:3, pages 128.
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Majid Mirzaee Ghazani & Mohammad Ali Jafari. (2021) The efficiency of CO2 market in the phase III EU ETS: analyzing in the context of a dynamic approach. Environmental Science and Pollution Research 28:43, pages 61080-61095.
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Carmen López-Martín, Sonia Benito Muela & Raquel Arguedas. (2021) Efficiency in cryptocurrency markets: new evidence. Eurasian Economic Review 11:3, pages 403-431.
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Viktor Manahov & Andrew Urquhart. (2021) The efficiency of Bitcoin: A strongly typed genetic programming approach to smart electronic Bitcoin markets. International Review of Financial Analysis 73, pages 101629.
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