Empirical analysis of bitcoin and major cryptocurrencies prices

Akin, I ORCID: 0000-0003-0918-7441 and Satiroglu, H ORCID: 0000-0001-7483-4305 (2023) 'Empirical analysis of bitcoin and major cryptocurrencies prices.' The Journal of Prediction Markets, 13 (3). pp. 3-15.

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Cryptocurrency is a relatively new phenomenon that is attracting a lot of interest. On the one hand, it is built on a brand-new technology whose full potential has yet to be realized. On the other hand, it performs similar services to other, more traditional assets, at least in its current form. The development of theoretical models of cryptocurrencies has received a lot of academic attention. Many elements have been mentioned in the theoretical literature on cryptocurrencies as potentially important in cryptocurrencies’ pricing. The cryptocurrencies with a market value of over $100 million between January 1, 2018 and May 12, 2021 were selected for this research. Time-series analysis was done to investigate the price relationship among the cryptocurrencies. The results pointed out as major cryptocurrencies’ prices are linked to Bitcoin prices.

Item Type: Article
UN SDGs: Goal 10: Reduced Inequalities
Subjects: H Social Sciences > HG Finance
Divisions: Bath Business School
Date Deposited: 24 Feb 2023 17:59
Last Modified: 09 Mar 2023 18:09
URI / Page ID: https://researchspace.bathspa.ac.uk/id/eprint/15271
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