Predictability Between Returns And Volume In Major Cryptocurrencies Markets
Predictability Between Returns And Volume In Major Cryptocurrencies Markets latest news, images, analysis about Feb 15, 2021 · This paper aims to identify and quantify directional predictability between returns and volume in major cryptocurrencies markets. The empirical analysis relies on the cross-quantilogram approach that allows one to assess the temporal (lag-lead) association between …
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Directional predictability between returns and volume in ...
Feb 15, 2021 · This paper aims to identify and quantify directional predictability between returns and volume in major cryptocurrencies markets. The empirical analysis relies on the cross-quantilogram approach that allows one to assess the temporal (lag-lead) association between …
The dynamics of returns predictability in …
In this paper, we take a forecasting perspective and compare the information content of a set of market risk factors, cryptocurrency-specific predictors, and sentiment variables for the returns of cryptocurrencies vs traditional asset …
Directional predictability between returns and volume in ...
Feb 15, 2021 · This study employs daily returns of major cryptocurrencies listed in CCI30 index and sub-major cryptocurrencies and major stock returns listed in Dow-Jones Industrial …
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Directional predictability between returns and volume in ...
Purpose This paper aims to identify and quantify directional predictability between returns and volume in major cryptocurrencies markets. Design/methodology/approach The empirical …
Directional predictability between returns and volume in
Abstract: Purpose - This paper aims to identify and quantify directional predictability between returns and volume in major cryptocurrencies markets. Design/methodology/approach - The …
Returns and volume: Frequency connectedness in …
Feb 1, 2021 · We assess causality between returns and volume in cryptocurrencies markets. We use the flexible frequency connectedness methodology. Traders utilizing volume information in …
Trading volume and the predictability of return and volatility in the ...
Jun 1, 2019 · We examine the role of trading volume in predicting the returns and volatility in the cryptocurrency market. We run the CGCD test procedure. Results show that trading volume …
Trading volume and the predictability of return and volatility in the ...
Jun 1, 2019 · In this paper, we take a forecasting perspective and compare the information content of a set of market risk factors, cryptocurrency-specific predictors, and sentiment …
Returns and volume: Frequency connectedness in …
Feb 1, 2021 · We assess causality between returns and volume in cryptocurrencies markets. We use the flexible frequency connectedness methodology. Traders utilizing volume information in …
Trading volume and the predictability of return and volatility …
Using daily data of seven leading cryptocurrencies (Bitcoin, Ripple, Ethereum, Litecoin, Nem, Dash, and Stellar), results show that trading volume Granger causes extreme negative and …
Directional predictability between returns and volume in ...
Purpose - This paper aims to identify and quantify directional predictability between returns and volume in major cryptocurrencies markets. Design/methodology/approach - The empirical …
On the dynamic relationship between transaction volume and …
Mar 14, 2023 · Purpose This paper aims to identify and quantify directional predictability between returns and volume in major cryptocurrencies markets. Design/methodology/approach The …
Predictability of crypto returns: The impact of trading behavior
Sep 1, 2023 · We evaluate the ability of futures market participants’ trading behavior decisions to predict cryptocurrency returns. We establish that cryptocurrency returns are driven and …
Trading volume and the predictability of return and volatility in the ...
Using daily data of seven leading cryptocurrencies (Bitcoin, Ripple, Ethereum, Litecoin, Nem, Dash, and Stellar), results show that trading volume Granger causes extreme negative and …
Trading volume and the predictability of return and volatility in the ...
Aug 1, 2018 · Using daily data of seven leading cryptocurrencies (Bitcoin, Ripple, Ethereum, Litecoin, Nem, Dash, and Stellar), results show that trading volume Granger causes extreme …
Trading volume and the predictability of return and volatility in the ...
Jun 1, 2019 · We examine the role of trading volume in predicting the returns and volatility in the cryptocurrency market. We run the CGCD test procedure. Results show that trading volume …
Bybit Launches Fixed Rate Loan Service: A Brand-New
1 day ago · Bybit, the world’s second-largest cryptocurrency exchange by trading volume, proudly announces the launch of its Fixed Rate Loan service empowering users with greater control …