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2. Some stylized facts about bitcoin halving. (2024). Lashkaripour, Mohammadhossein.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012273.

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1. Returns from liquidity provision in cryptocurrency markets. (2025). Farag, Hisham ; Yarovaya, Larisa ; Luo, DI ; Zieba, Damian.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:175:y:2025:i:c:s0378426625000317.

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2. Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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3. Deciphering asymmetric spillovers in US industries: Insights from higher-order moments. (2024). Shafiullah, Muhammad ; lucey, brian ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001065.

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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.
   RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007251.

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5. Modeling dynamic higher-order comoments for portfolio selection based on copula approach. (2024). Ke, Rui ; Yang, Dong ; Wang, Yanfeng.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006609.

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6. Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers. (2024). Perote, Javier ; Mora-Valencia, Andrés ; Jimenez, Ines.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:92:y:2024:i:c:p:302-315.

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7. Time-varying expected returns, conditional skewness and Bitcoin return predictability. (2024). Serna, Gregorio ; Atance, David.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:96:y:2024:i:c:s1062976924000747.

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8. Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets. (2023). Pham, Linh ; Hanif, Waqas ; Kang, Sang Hoon ; Ko, Hee-Un.
   In: Financial Innovation.
   RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00474-6.

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9. Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?. (2023). Bakry, Walid ; Vo, Xuan Vinh ; Al-Mohamad, Somar ; Prasad, Mason ; Khaki, Audil.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002094.

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10. Realized higher-order moments spillovers across cryptocurrencies. (2023). Apergis, Nicholas.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000318.

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11. Net buying pressure and the information in bitcoin option trades. (2023). Alexander, Carol ; Deng, Jun ; Feng, Jianfen ; Wan, Huning.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000544.

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12. Quantile prediction for Bitcoin returns using financial assets’ realized measures. (2023). Kawakami, Tabito.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323002167.

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13. Does the realized distribution-based measure dominate particular moments? Evidence from cryptocurrency markets. (2023). Chiu, Shih-Yung ; Yen, Kuang-Chieh ; Yang, Jen-Wei.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005736.

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14. Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants. (2023). Jalkh, Naji ; Bouri, Elie.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004313.

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15. Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model. (2023). Perote, Javier ; Mora-Valencia, Andrés ; Jimenez, Ines.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000596.

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16. Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic. (2022). Maghyereh, Aktham ; Cui, Jinxin.
    In: Financial Innovation.
    RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00395-w.

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17. Bitcoin and S&P500: Co-movements of high-order moments in the time-frequency domain. (2022). Azoury, Nehme ; Kristoufek, Ladislav ; Bouri, Elie.
    In: PLOS ONE.
    RePEc:plo:pone00:0277924.

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18. Blockchain Technology Implementation in the Energy Sector: Comprehensive Literature Review and Mapping. (2022). Gharbi, Nourcherif ; Khezami, Nadhira ; Braiek, Naceur Benhadj ; Neji, Bilel.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:23:p:15826-:d:986653.

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19. Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments. (2022). Maghyereh, Aktham ; Goh, Mark ; Cui, Jinxin ; Zou, Huiwen.
    In: Energy.
    RePEc:eee:energy:v:238:y:2022:i:pb:s036054422101999x.

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20. Robust drivers of Bitcoin price movements: An extreme bounds analysis. (2022). Ahmed, Walid.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200078x.

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21. Net Buying Pressure and the Information in Bitcoin Option Trades. (2022). Alexander, Carol ; Deng, Jun ; Feng, Jianfen ; Wan, Huning.
    In: Papers.
    RePEc:arx:papers:2109.02776.

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22. Higher moment connectedness in cryptocurrency market. (2021). Yarovaya, Larisa ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001064.

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