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   RePEc:eee:finlet:v:73:y:2025:i:c:s154461232401537x.

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2. Cross-sectional interactions in cryptocurrency returns. (2025). Karim, Sitara ; Bdowska-Sjka, Barbara ; Mercik, Aleksander ; Zaremba, Adam.
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   RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007415.

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3. Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam.
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4. Cryptocurrency anomalies and economic constraints. (2024). Liedtke, Gerrit ; Fieberg, Christian ; Zaremba, Adam.
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   RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001509.

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5. Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam.
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   RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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6. A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies. (2023). Yan, Shu ; Jia, yuecheng ; Liu, Yuzheng ; Wu, Yangru.
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   RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000956.

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7. Stop-loss rules and momentum payoffs in cryptocurrencies. (2023). Sadaqat, Mohsin ; Butt, Hilal Anwar.
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   RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000473.

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8. Is geopolitical risk priced in the cross-section of cryptocurrency returns?. (2022). Shahzad, Syed Jawad Hussain ; Demir, Ender ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Long, Huaigang ; Bdowska-Sojka, Barbara ; Zaremba, Adam.
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9. Low-volatility strategies for highly liquid cryptocurrencies. (2022). Kaya, Orun ; Mostowfi, Mehdi.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004116.

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10. The Characteristics of Cryptocurrency Market Volatility: Empirical Study For Five Cryptocurrency. (2022). Guz, Tuba ; Fidan, Layda Sabetli.
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    RePEc:anm:alpnmr:v:10:y:2022:i:2:p:69-84.

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1. True or spurious long memory in the cryptocurrency markets: evidence from a multivariate test and other Whittle estimation methods. (2022). Mokni, Khaled ; Gil-Alana, Luis ; Assaf, Ata.
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   RePEc:spr:empeco:v:63:y:2022:i:3:d:10.1007_s00181-021-02165-6.

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2. Portfolio diversification benefits of alternative currency investment in Bitcoin and foreign exchange markets. (2021). Gulzar, Saiqb ; Qarni, Muhammad Owais.
   In: Financial Innovation.
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3. Do higher-order realized moments matter for cryptocurrency returns?. (2021). Ahmed, Walid ; al Mafrachi, Mustafa.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:72:y:2021:i:c:p:483-499.

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4. Information flow between bitcoin and other financial assets. (2021). Park, Sangjin ; Jang, Kwahngsoo ; Yang, Jae-Suk.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:566:y:2021:i:c:s037843712030902x.

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5. Asymmetric efficiency of cryptocurrencies during COVID19. (2021). Vo, Xuan Vinh ; Shahzad, Syed Jawad Hussain ; Bouri, Elie ; Peng, Zhe ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308608.

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6. Cryptocurrencies and the low volatility anomaly. (2021). Burggraf, Tobias ; Rudolf, Markus.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:40:y:2021:i:c:s154461232030667x.

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7. A reality check on trading rule performance in the cryptocurrency market: Machine learning vs. technical analysis. (2021). Anghel, Dan Gabriel.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320304414.

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8. Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China. (2021). Wong, Wing-Keung ; van Hoang, Thi Hong ; Ly, Sel ; Lu, Richard ; Pho, Kim Hung.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:74:y:2021:i:c:s105752192100017x.

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9. The efficiency of Bitcoin: A strongly typed genetic programming approach to smart electronic Bitcoin markets. (2021). Urquhart, Andrew ; Manahov, Viktor.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302726.

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10. Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis. (2021). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Farid, Saqib ; Ferrer, Roman ; Naeem, Muhammad Abubakr.
    In: Energy Policy.
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11. Inflation and Bitcoin: A descriptive time-series analysis. (2021). Blau, Benjamin ; Griffith, Todd G ; Whitby, Ryan J.
    In: Economics Letters.
    RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001257.

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12. Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:69:y:2021:i:c:p:238-252.

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13. Market Efficiency, Liquidity, and Multifractality of Bitcoin: A Dynamic Study. (2020). Takaishi, Tetsuya ; Adachi, Takanori.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:27:y:2020:i:1:d:10.1007_s10690-019-09286-0.

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14. Is Bitcoin Similar to Gold? An Integrated Overview of Empirical Findings. (2020). Kyriazis, Nikolaos A.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:88-:d:352757.

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15. Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach. (2020). Sensoy, Ahmet ; Mensi, Walid ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919307822.

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16. International investors and the multifractality property: Evidence from accessible and inaccessible market. (2020). Hui, Xiaofeng ; Li, Songsong ; Xu, Nan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305367.

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17. The institutional characteristics of multifractal spectrum of China’s stock market. (2020). Li, Yong ; Stanley, Eugene H.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:550:y:2020:i:c:s0378437119322794.

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18. Do Islamic indices provide diversification to bitcoin? A time-varying copulas and value at risk application. (2020). Kang, Sang Hoon ; Asghar, Nadia ; Ur, Mobeen.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19306638.

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19. Do bitcoin and precious metals do any good together? An extreme dependence and risk spillover analysis. (2020). Ur, Mobeen.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:68:y:2020:i:c:s030142071930371x.

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20. Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin. (2020). Ahmed, Walid.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302206.

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21. Do FOMC and macroeconomic announcements affect Bitcoin prices?. (2020). Pyo, Sujin ; Lee, Jaewook.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:37:y:2020:i:c:s154461231930159x.

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22. Efficiency in the markets of crypto-currencies. (2020). le Tran, VU ; Leirvik, Thomas.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319310438.

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23. Technical trading rules in the cryptocurrency market. (2020). Ahmed, Shaker ; Sapkota, Niranjan ; Grobys, Klaus.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319308852.

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24. Rough volatility of Bitcoin. (2020). Takaishi, Tetsuya.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:32:y:2020:i:c:s154461231930337x.

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25. Why cryptocurrency markets are inefficient: The impact of liquidity and volatility. (2020). Yoon, Seong-Min ; Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Ko, Hee-Un.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300656.

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26. Multifractal behavior in return and volatility series of Bitcoin and gold in comparison. (2020). Chen, Hongzhuan ; Telli, Ahin.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920303933.

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27. Autocorrelation of returns in major cryptocurrency markets. (2020). Plesovskikh, Ksenia ; Tartakovsky, Eugene ; Sarmakeeva, Anastasiia ; Bibik, Alexander.
    In: Papers.
    RePEc:arx:papers:2003.13517.

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28. Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi.
    In: Papers.
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29. CRYPTOCURRENCIES IN FINANCE: REVIEW AND APPLICATIONS. (2019). Flori, Andrea.
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    RePEc:wsi:ijtafx:v:22:y:2019:i:05:n:s0219024919500201.

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30. Bitcoin and market-(in)efficiency: a systematic time series approach. (2019). Bundi, Nils ; Wildi, Marc.
    In: Digital Finance.
    RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00004-z.

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31. News and subjective beliefs: A Bayesian approach to Bitcoin investments. (2019). Flori, Andrea.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:50:y:2019:i:c:p:336-356.

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32. An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets. (2019). Tiwari, Aviral ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:72:y:2019:i:c:p:168-177.

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33. Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios. (2019). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:61:y:2019:i:c:p:37-51.

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34. Bitcoin price–volume: A multifractal cross-correlation approach. (2019). Roubaud, David ; Bouri, Elie ; el Alaoui, Marwane.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306251.

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35. Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis. (2019). Yoon, Seong-Min ; Sensoy, Ahmet ; Lee, Yun-Jung ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed.
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    RePEc:eee:finlet:v:31:y:2019:i:c:p:19-25.

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36. Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework. (2019). Valera, Harold Glenn ; Oxley, Les ; Hu, Yang ; Glenn, Harold.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:31:y:2019:i:c:p:138-145.

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37. Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective. (2019). Shen, Dehua ; Li, Xiao ; Zhang, Wei ; Wang, Pengfei.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:31:y:2019:i:c:p:1-18.

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38. Detecting overreaction in the Bitcoin market: A quantile autoregression approach. (2019). Chevapatrakul, Thanaset ; Mascia, Danilo V.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:30:y:2019:i:c:p:371-377.

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39. Bitcoin returns and risk: A general GARCH and GAS analysis. (2019). Troster, Victor ; Tiwari, Aviral ; Shahbaz, Muhammad ; Macedo, Demian Nicolas.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:30:y:2019:i:c:p:187-193.

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40. Explosive behavior in the prices of Bitcoin and altcoins. (2019). Cagli, Efe.
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41. Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum. (2019). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed.
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    RePEc:eee:finlet:v:29:y:2019:i:c:p:222-230.

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42. The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies. (2019). Sensoy, Ahmet.
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43. The adaptive market hypothesis in the high frequency cryptocurrency market. (2019). Zhang, Yuanyuan ; Chan, Stephen ; Chu, Jeffrey.
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    RePEc:eee:finana:v:64:y:2019:i:c:p:221-231.

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44. Bitcoin price growth and Indonesias monetary system. (2019). Narayan, Seema ; Setiawan, Iwan ; Rahman, Eki R.
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45. Cryptocurrencies and momentum. (2019). Sapkota, Niranjan ; Grobys, Klaus.
    In: Economics Letters.
    RePEc:eee:ecolet:v:180:y:2019:i:c:p:6-10.

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46. Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches. (2019). Mensi, Walid ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad.
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47. Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal. (2019). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad ; Hamdi, Atef.
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48. Nonlinear dependence in cryptocurrency markets. (2019). Laurini, Márcio ; Chaim, Pedro.
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49. Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies: Portfolio risk management implications. (2019). Mensi, Walid ; Kang, Sang Hoon ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad.
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50. Market efficiency, liquidity, and multifractality of Bitcoin: A dynamic study. (2019). Takaishi, Tetsuya ; Adachi, Takanori.
    In: Papers.
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