The great crypto crash in September 2018: why did the cryptocurrency market collapse?

DOI10.1007/S10479-023-05575-0MaRDI QIDQ6596971zbMATH OpenFDO

Authors Viktor Manahov

Publication date 3 September 2024

Published in Annals of Operations Research (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

market efficiencycryptocurrencyherding behaviour

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

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Cites work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• A STATISTICAL PARADOX
• A test for independence based on the correlation dimension
• Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics
• Crypto price discovery through correlation networks
• Herding and feedback trading in cryptocurrency markets
• Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin
• Speculative markets and the effectiveness of price limits
• What drives Bitcoin's price crash risk?

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