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相关论文: Investigating the Investment Behaviors in Cryptocu…

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The fast-growing cryptocurrency sector presents both challenges and opportunities for businesses and consumers alike. This study investigates the knowledge, expertise, and buying habits of people who shop using cryptocurrencies. Our survey…

计算机与社会 · 计算机科学 2025-10-16 Massimiliano Silenzi , Umut Can Cabuk , Enis Karaarslan , Omer Aydin

This study investigates how media influence and educational resources shape individual engagement with cryptocurrencies. As digital assets become increasingly mainstream, social media platforms, influencers, and financial analysts play a…

计算机与社会 · 计算机科学 2025-08-05 Fahed Quttainah

We propose a modelling framework for the optimal selection of crypto assets. Crypto assets differ by two essential features: security (technological) and stability (governance). Investors make choices over crypto assets similarly to how…

计算机与社会 · 计算机科学 2019-07-23 Silvia Bartolucci , Andrei Kirilenko

Are cryptocurrency traders driven by a desire to invest in a new asset class to diversify their portfolio or are they merely seeking to increase their levels of risk? To answer this question, we use individual-level brokerage data and study…

综合金融 · 定量金融 2019-07-01 Matthias Pelster , Bastian Breitmayer , Tim Hasso

Cryptoeconomic incentives in the form of blockchain-based tokens are seen as an enabler of the sharing economy that could shift society towards greater sustainability. Nevertheless, knowledge of the impact of these tokens on human sharing…

计算机与社会 · 计算机科学 2022-08-09 Mark Christopher Ballandies

Blockchain and its application on cryptocurrency transactions have gathered a lot of attention and popularity since the birth of the pioneer Bitcoin in 2009. More than 1500 cryptocurrencies are currently circulated in the market. The…

计算机与社会 · 计算机科学 2019-01-21 Gourang Aggarwal , Vimal Patel , Gaurav Varshney , Kimberly Oostman

Investor attention is an important concept in behavioral finance. Many articles have conducted cross-disciplinary research leading by this concept. In this paper, we use data extraction technology to collect a large number of Baidu Index…

计算机与社会 · 计算机科学 2019-11-05 Ren-jie Han , Shi-yuan Liu , Qian Li

In recent years, cryptocurrencies have gone from an obscure niche to a prominent place, with investment in these assets becoming increasingly popular. However, cryptocurrencies carry a high risk due to their high volatility. In this paper,…

投资组合管理 · 定量金融 2021-09-02 Natalia A. Van Heerden , Juan B. Cabral , Nadia Luczywo

Cryptocurrencies have become a popular and widely researched topic of interest in recent years for investors and scholars. In order to make informed investment decisions, it is essential to comprehend the factors that impact cryptocurrency…

统计金融 · 定量金融 2023-08-21 Abdulrezzak Zekiye , Semih Utku , Fadi Amroush , Oznur Ozkasap

We present a survey to evaluate crypto-political, crypto-economic, and crypto-governance sentiment in people who are part of a blockchain ecosystem. Based on 3710 survey responses, we describe their beliefs, attitudes, and modes of…

计算机与社会 · 计算机科学 2023-01-10 Lucia M. Korpas , Seth Frey , Joshua Tan

As cryptocurrencies gain popularity and credibility, marketplaces for cryptocurrencies are growing in importance. Understanding the dynamics of these markets can help to assess how viable the cryptocurrnency ecosystem is and how design…

计算机与社会 · 计算机科学 2018-04-25 Peter M Krafft , Nicolás Della Penna , Alex Pentland

We motivate the study of the crypto asset class with eleven empirical facts, and study the drivers of crypto asset returns through the lens of univariate factors. We argue crypto assets are a new, attractive, and independent asset class. In…

计量经济学 · 经济学 2024-05-27 Adam Baybutt

Cryptocurrencies (CCs) have risen rapidly in market capitalization over the last years. Despite striking price volatility, their high average returns have drawn attention to CCs as alternative investment assets for portfolio and risk…

投资组合管理 · 定量金融 2020-09-18 Alla Petukhina , Simon Trimborn , Wolfgang Karl Härdle , Hermann Elendner

Cryptocurrencies return cross-predictability and technological similarity yield information on risk propagation and market segmentation. To investigate these effects, we build a time-varying network for cryptocurrencies, based on the…

统计金融 · 定量金融 2021-08-27 Li Guo , Wolfgang Karl Härdle , Yubo Tao

Cryptocurrencies return cross-predictability and technological similarity yield information on risk propagation and market segmentation. To investigate these effects, we build a time-varying network for cryptocurrencies, based on the…

统计方法学 · 统计学 2022-11-18 Li Guo , Wolfgang Karl Härdle , Yubo Tao

Cryptocurrencies are digital tokens built on blockchain technology, with thousands actively traded on centralized exchanges (CEXs). Unlike stocks, which are backed by real businesses, cryptocurrencies are recognized as a distinct class of…

统计金融 · 定量金融 2025-04-18 Yu Zhang , Zelin Wu , Claudio Tessone

In this paper, we investigate whether mixing cryptocurrencies to a German investor portfolio improves portfolio diversification. We analyse this research question by applying a (mean variance) portfolio analysis using a toolbox consisting…

统计金融 · 定量金融 2020-08-07 Tim Schmitz , Ingo Hoffmann

We investigate the relationship between underlying blockchain mechanism of cryptocurrencies and its distributional characteristics. In addition to price, we emphasise on using actual block size and block time as the operational features of…

密码学与安全 · 计算机科学 2021-08-25 Min-Bin Lin , Kainat Khowaja , Cathy Yi-Hsuan Chen , Wolfgang Karl Härdle

The review introduces the history of cryptocurrencies, offering a description of the blockchain technology behind them. Differences between cryptocurrencies and the exchanges on which they are traded have been shown. The central part…

This study replicates the findings of Wang et al. (2017) on reference-dependent preferences and their impact on the risk-return trade-off in the Chinese stock market, a unique context characterized by high retail investor participation,…

统计金融 · 定量金融 2025-05-28 Penggan Xu
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