Related papers: Are cryptocurrencies becoming more interconnected?
There appears to be an insatiable desire for spawning new bespoke blockchains to harness the functionality provided by blockchain technologies, resulting in a constant stream of blockchain start-up companies entering the market with their…
Crashes have fascinated and baffled many canny observers of financial markets. In the strict orthodoxy of the efficient market theory, crashes must be due to sudden changes of the fundamental valuation of assets. However, detailed empirical…
Blockchains are distributed data structures that are used to achieve consensus in systems for cryptocurrencies (like Bitcoin) or smart contracts (like Ethereum). Although blockchains gained a lot of popularity recently, there is no…
The rise of blockchain technology within a few years has attracted researchers across the world. The prime reason for worldwide attention is undoubtedly due to its feature of immutability along with the decentralized approach of data…
Since the inception of Bitcoin in 2008, cryptocurrencies have played an increasing role in the world of e-commerce, but the recent turbulence in the cryptocurrency market in 2018 has raised some concerns about their stability and associated…
We study the interplay between social ties and financial transactions made through a recent cryptocurrency called $\breve{G}1$. It has the particularity of combining the usual transaction record with a reliable network of identified users.…
Academics increasingly acknowledge the predictive power of social media for a wide variety of events and, more specifically, for financial markets. Anecdotal and empirical findings show that cryptocurrencies are among the financial assets…
The efficient market hypothesis has far-reaching implications for financial trading and market stability. Whether or not cryptocurrencies are informationally efficient has therefore been the subject of intense recent investigation. Here, we…
We present a systematic literature review of cryptocurrency and blockchain research in Human-Computer Interaction (HCI) published between 2014 and 2021. We aim to provide an overview of the field, consolidate existing knowledge, and chart…
The non-fungible token (NFT) market emerges as a recent trading innovation leveraging blockchain technology, mirroring the dynamics of the cryptocurrency market. The current study is based on the capitalization changes and transaction…
To investigate the universal structure of interactions in financial dynamics, we analyze the cross-correlation matrix C of price returns of the Chinese stock market, in comparison with those of the American and Indian stock markets. As an…
A reputation of high volatility accompanies the emergence of Bitcoin as a financial asset. This paper intends to nuance this reputation and clarify our understanding of Bitcoin's volatility. Using daily, weekly, and monthly closing prices…
Interest in cryptocurrencies has skyrocketed since their introduction a decade ago, with hundreds of billions of dollars now invested across a landscape of thousands of different cryptocurrencies. While there is significant diversity, there…
This study investigates the relationship between narratives conveyed through microblogging platforms, namely Twitter, and the value of crypto assets. Our study provides a unique technique to build narratives about cryptocurrency by…
Cryptocurrencies are highly volatile financial instruments with more and more new retail investors joining the scene with each passing day. Bitcoin has always proved to determine in which way the rest of the cryptocurrency market is headed…
Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…
Blockchain interoperability is emerging as one of the crucial features of blockchain technology, but the knowledge necessary for achieving it is fragmented. This fact makes it challenging for academics and the industry to seamlessly achieve…
We model the dynamics of the cryptocurrency (CC) asset class via a stochastic volatility with correlated jumps (SVCJ) model with rolling-window parameter estimates. By analyzing the time-series of parameters, stylized patterns are…
Over the last two decades, financial systems have been studied and analysed from the perspective of complex networks, where the nodes and edges in the network represent the various financial components and the strengths of correlations…
The mining of bitcoin is modeled using system dynamics, showing that the past evolution of the network hash rate can be explained to a large extent by an efficient market hypothesis applied to the mining of blocks. The possibility of a…