Volatility, market capitalization and seasonality of Bitcoin prices

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Exchange rate volatility and its effect on stock market volatility

This paper investigates empirically the effect of volatility of the exchange rate of the U.S. dollar vis-à-vis the euro on U.S. stock market volatility while controlling for a number of drivers of stock return volatility. Using a GARCH(1, 1) model and using weekly data covering the period from the week of January 1, 1999 through the week of January 25, 2010, it is found that the 9/11 terrorist ...

متن کامل

Bitcoin Market, economics and regulation

Bitcoin is a digital currency which started circulating in 2009. It was the first form of virtual money to become relatively popular. Bitcoin is public in nature as it maintains a log of all transactions. These are verified by its users in a process called mining. The extent of computing power and energy needed to mine bitcoins is set to increase over time. The main advantages of Bitcoin in com...

متن کامل

The Bitcoin Market Potential Index

The Bitcoin Market Potential Index conceptualizes and ranks the potential utility of bitcoin across 178 countries to show which countries have the greatest potential to see bitcoin adoption. The index utilizes a data set with 40 variables related to bitcoin’s current core functions: store of value, medium of exchange, and technology platform. The variables are grouped into the index’s seven equ...

متن کامل

Network Centrality and Stock Market Volatility: The Impact of Communication Topologies on Prices

We investigate the impact of agent communication networks on prices in an artificial stock market. Networks with different centralization measures are tested for their effect on the volatility of prices. Trading strategies diffuse through the different network topologies, mimetic contagion arises through the adaptive behavior of the heterogeneous agents. Short trends may trigger cascades of buy...

متن کامل

Volatility Time and Properties of Option Prices

We use a notion of stochastic time, here called volatility time, to show convexity of option prices in the underlying asset if the contract function is convex as well as continuity and monotonicity of the option price in the volatility. The volatility time is obtained as the almost surely unique stopping time solution to a random ordinary differential equation related to volatility. This enable...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Research in International Business and Management

سال: 2018

ISSN: 2251-0028

DOI: 10.14303/jribm.2018.017