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26. WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS. (2021). Fernandez Bariviera, Aurelio ; Meredizsola, Ignasi.
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40. More heat than light: Investor attention and bitcoin price discovery. (2020). Rzayev, Khaladdin ; Ibikunle, Gbenga ; McGroarty, Frank.
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41. Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators. (2020). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun.
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43. Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. (2020). Širaňová, Mária ; Plíhal, Tomáš ; Molnár, Peter ; Lyócsa, Štefan ; Plihal, Toma ; Molnar, Peter ; Iraova, Maria.
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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.
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45. Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models. (2020). Leonardos, Stefanos ; Piliouras, Georgios ; Koki, Constandina.
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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.
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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.
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48. Time Varying Spillovers between the Online Search Volume and Stock Returns: Case of CESEE Markets. (2019). Škrinjarić, Tihana.
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50. Momentum Effects in the Cryptocurrency Market After One-Day Abnormal Returns. (2019). Plastun, Alex ; Caporale, Guglielmo Maria.
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