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Profitability of technical trading rules among cryptocurrencies with privacy function
(Elsevier, 2020-03-18)
- article
This paper studies simple moving average trading strategies employing daily price data on the ten most-traded cryptocurrencies that exhibit the ‘privacy function’. Investigating the 2016–2018 period, our results indicate ...
Technical trading rules in the cryptocurrency market
(Elsevier, 2020-01-01)
- article
This paper studies simple moving average trading strategies employing daily price data on the eleven most-traded cryptocurrencies in the 2016–2018 period. Our results indicate a variable moving average strategy is successful ...
Predicting cryptocurrency defaults
(Taylor & Francis, 2020-05-03)
- article
We examine all available 146 Proof-of-Work-based cryptocurrencies that started trading prior to the end of 2014 and track their performance until December 2018. We find that about 60% of those cryptocurrencies were eventually ...
Asset market equilibria in cryptocurrency markets : Evidence from a study of privacy and non-privacy coins
(Elsevier, 2021-07-27)
- article
This paper explores whether asset market equilibria in cryptocurrency markets do exist. In doing so, it distinguishes between privacy and non-privacy coins. Most recently, privacy coins have attracted increasing attention ...
A Fractal View on Losses Attributable to Scams in the Market for Initial Coin Offerings
(MDPI, 2022-12-05)
- article
Analogous to traditional Initial Public Offerings (IPO), Initial Coin Offerings (ICOs) represent an emerging channel through which firms can access external funding using the new evolving digital financial market for tokens. ...
Cryptocurrencies and momentum
(Elsevier, 2019-07-01)
- article
Retrieving a set of 143 cryptocurrencies for a sample spanning 2014–2018, we investigate the popular momentum strategy implemented in the cryptocurrency market. Contrary to earlier studies our findings do not indicate any ...
On the stability of stablecoins
(Elsevier, 2021-09-17)
- article
This paper investigates the volatility processes of stablecoins and their potential stochastic interdependencies with Bitcoin volatility. We employ a novel approach to choose the optimal combination for the power law ...
What’s the expected loss when Bitcoin is under cyberattack? A fractal process analysis
(Elsevier, 2022-02-22)
- article
In the era of digitalization, cryptocurrencies have become an alternative asset for both retail and institutional investors. While the emerging digital ecosystem based on blockchain technology offers numerous advantages, ...
Fear sells: On the sentiment deceptions and fundraising success of initial coin offerings
(Elsevier, 2023-03)
- article
Retrieving information from an intensive hand-collected whitepaper data library covering 5,033 ICOs launched before 2020, we analyze the determinants of ICO success as measured by the amount of raised funding. We assess ...