Publications

Asim K. Dey, Cuneyt G. Akcora, Yulia R. Gel, and Murat Kantarcioglu. On the role of local blockchain network features in cryptocurrency price formation. Canadian Journal of Statistics, (48)3:561-581, 2020. [PUMA: ba blockchain crypto_curr price] URL

Syed Jawad Hussain Shahzad, Elie Bouri, David Roubaud, Ladislav Kristoufek, and Brian Lucey. Is Bitcoin a better safe-haven investment than gold and commodities?. International Review of Financial Analysis, (63):322-330, 2019. [PUMA: asset ba bitcoin crypto_curr] URL

Jeffrey Chu, Yuanyuan Zhang, and Stephen Chan. The adaptive market hypothesis in the high frequency cryptocurrency market. International Review of Financial Analysis, (64):221-231, 2019. [PUMA: ba crypto_curr mkt_eff] URL

Shaen Corbet, Veysel Eraslan, Brian Lucey, and Ahmet Sensoy. The effectiveness of technical trading rules in cryptocurrency markets. Finance Research Letters, (31):32-37, 2019. [PUMA: ba crypto_curr technische_analyse] URL

Taoufik Bouraoui. The drivers of Bitcoin trading volume in selected emerging countries. The Quarterly Review of Economics and Finance, (76):218-229, 2020. [PUMA: ba bitcoin crypto_curr] URL