The DOI matches its Crossref record; 12 of the 12 references it cites were found in a registry or an index.
Co-explosivity in the cryptocurrency market
Abstract
Most of the limited evidence on the exponential price spikes (i.e. price explosivity) in the cryptocurrency market mainly considers the case of Bitcoin, although other cryptocurrencies have gradually eroded Bitcoin's dominance. Importantly, none has been documented as to whether explosivity periods in cryptocurrencies are contemporaneously related. Accordingly, we date-stamp price explosivity in leading cryptocurrencies and reveal that all cryptocurrencies investigated herein were characterised by multiple explosivity. Then, we determine whether explosivity in one cryptocurrency can lead to explosivity in other cryptocurrencies. Results show evidence of a multidirectional co-explosivity behaviour that is not necessarily from bigger to smaller and younger markets.
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Cites
2 retracted
RETRACTED: Datestamping the Bitcoin and Ethereum bubbles
Corbet, S., Lucey, B., & Yarovaya, L. (2018) · Finance Research Letters · doi:10.1016/j.frl.2017.12.006 · Cited by 638
RetractedRETRACTED: Testing for multiple bubbles in bitcoin markets: A generalized sup ADF test
Su, C., Li, Z., Tao, R., & Si, D.-K. (2018) · Japan and the World Economy · doi:10.1016/j.japwor.2018.03.004 · Cited by 50
RetractedOn the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
Bouri, E., Molnár, P., Azzi, G., Roubaud, D., & Hagfors, L. I. (2017) · Finance Research Letters · doi:10.1016/j.frl.2016.09.025 · Cited by 1,432
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TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500
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Negative bubbles and shocks in cryptocurrency markets
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Cited by
RETRACTED: Cryptocurrencies as a financial asset: A systematic analysis
Corbet, S., Lucey, B., Urquhart, A., & Yarovaya, L. (2019) · International Review of Financial Analysis · doi:10.1016/j.irfa.2018.09.003 · Cited by 1,172
RetractedHerding behaviour in cryptocurrencies
Bouri, E., Gupta, R., & Roubaud, D. (2019) · Finance Research Letters · doi:10.1016/j.frl.2018.07.008 · Cited by 531
Self-citationDoes global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?
Fang, L., Bouri, E., Gupta, R., & Roubaud, D. (2019) · International Review of Financial Analysis · doi:10.1016/j.irfa.2018.12.010 · Cited by 316
Self-citationThe profitability of technical trading rules in the Bitcoin market
Gerritsen, D. F., Bouri, E., Ramezanifar, E., & Roubaud, D. (2020) · Finance Research Letters · doi:10.1016/j.frl.2019.08.011 · Cited by 103
Self-citationGunay, S., & Kaskaloglu, K. (2022) · Research in International Business and Finance · doi:10.1016/j.ribaf.2022.101773 · Cited by 36
Metadata
- Authors
- Bouri, E., Shahzad, S. J. H., & Roubaud, D.
- Venue
- Finance Research Letters
- Publisher
- Elsevier BV
- Published
- 2019-06
- Volume
- 29
- Pages
- 178-183
- ISSN
- 1544-6123 (ISSN-L)
- OpenAlex
- W2816105620
- Cited by
- 366
- References
- 12
- FWCI
- 45.31
- Type
- journal article
- Language
- en
- Open access
- closed
- Licence
- www.elsevier.com/tdm/userlicense/1.0/ (tdm)
- www.elsevier.com/legal/tdmrep-license (tdm)
- doi.org/10.15223/policy-017 (stm-asf)
- doi.org/10.15223/policy-037 (stm-asf)
- doi.org/10.15223/policy-012 (stm-asf)
- doi.org/10.15223/policy-029 (stm-asf)
- doi.org/10.15223/policy-004 (stm-asf)
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