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Cryptocurrency returns under empirical asset pricing. (2022). Dunbar, Kwamie ; Owusu-Amoako, Johnson.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001776.

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  1. Analyzing clustered factors in the cryptocurrency market with Random Matrix Theory. (2025). Mattera, Raffaele ; Gonzlez, Laura Molero ; Cerqueti, Roy ; Snchez, Miguel Ngel ; Trinidad, Juan Evangelista.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:665:y:2025:i:c:s0378437125001256.

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  2. Do energy transition investment flows aid climate commitments?. (2025). Dunbar, Kwamie ; Treku, Daniel N.
    In: Energy Economics.
    RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008727.

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  3. Regime-Specific Dynamics and Informational Efficiency in Cryptomarkets: Evidence from Gaussian Mixture Models. (2024). Rondeau, Fabien ; Tuffry, Stphane ; Thlissaint, Josu ; Martin, Franck ; Jamhamed, Fayssal.
    In: Economics Working Paper Archive (University of Rennes & University of Caen).
    RePEc:tut:cremwp:2024-13.

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  4. Revisiting the determinants of cryptocurrency excess return: Does scarcity matter?. (2024). Pham, Huy ; Thanh, Binh Nguyen ; Tiwari, Aviral Kumar ; Bui, Mai.
    In: International Review of Economics & Finance.
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  5. Intraday and daily dynamics of cryptocurrency. (2024). Jasiak, Joann ; Zhong, Cheng.
    In: International Review of Economics & Finance.
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  6. Modelling common bubbles in cryptocurrency prices. (2024). Jasiak, Joann ; Hall, Mauri K.
    In: Economic Modelling.
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  7. Performance Analysis of Gold- and Fiat-Backed Cryptocurrencies: Risk-Based Choice for a Portfolio. (2023). Irfan, Muhammad ; Hao, YU ; Nawazish, Sarah ; Rehman, Mubeen Abdur.
    In: JRFM.
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  8. Role of hedging on crypto returns predictability: A new habit-based explanation. (2023). Dunbar, Kwamie ; Owusu-Amoako, Johnson.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003811.

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  9. Good volatility, bad volatility, and the cross section of cryptocurrency returns. (2023). Zhang, Zehua ; Zhao, Ran.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002284.

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  10. Predictability of crypto returns: The impact of trading behavior. (2023). Dunbar, Kwamie ; Owusu-Amoako, Johnson.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000266.

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  44. High- and low-level chaos in the time and frequency market returns of leading cryptocurrencies and emerging assets. (2020). ALAGIDEDE, IMHOTEP ; Omane-Adjepong, Maurice.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:132:y:2020:i:c:s096007791930520x.

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  45. Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models. (2020). Leonardos, Stefanos ; Piliouras, Georgios ; Koki, Constandina.
    In: Papers.
    RePEc:arx:papers:2011.03741.

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  46. Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi.
    In: Papers.
    RePEc:arx:papers:2003.09723.

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  47. Can Economic Policy Uncertainty, Volume, Transaction Activity and Twitter Predict Bitcoin? Evidence from Time-Varying Granger Causality Tests. (2019). Oxley, Les ; Hu, Yang ; Lang, Chunlin.
    In: Working Papers in Economics.
    RePEc:wai:econwp:19/12.

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  48. Time Varying Spillovers between the Online Search Volume and Stock Returns: Case of CESEE Markets. (2019). Škrinjarić, Tihana.
    In: IJFS.
    RePEc:gam:jijfss:v:7:y:2019:i:4:p:59-:d:275379.

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  49. Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting. (2019). Walther, Thomas ; Bouri, Elie ; Klein, Tony.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302446.

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  50. Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns. (2019). Plastun, Alex ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7917.

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