Article ID Journal Published Year Pages File Type
7349058 Economics Letters 2018 12 Pages PDF
Abstract
Academic research on cryptocurrencies is almost exclusively directed towards Bitcoin. We extend existing literature by performing various tests on efficiency of several cryptocurrencies and additionally link efficiency to measures of liquidity. Cryptocurrencies become less predictable / inefficient as liquidity increases.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Price discovery of cryptocurrencies: Bitcoin and beyond
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