Detecting overreaction in the Bitcoin market: A quantile autoregression approach

Chevapatrakul, T and Mascia, DV orcid.org/0000-0002-3776-0420 (2019) Detecting overreaction in the Bitcoin market: A quantile autoregression approach. Finance Research Letters, 30. pp. 371-377. ISSN 1544-6123

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Copyright, Publisher and Additional Information: Crown Copyright © 2018 Published by Elsevier Inc. All rights reserved. This is an author produced version of a paper published in Finance Research Letters. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Bitcoin; Cryptocurrencies; Quantile regression; Overreaction
Dates:
  • Published: September 2019
  • Accepted: 2 November 2018
  • Published (online): 6 November 2018
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Business (Leeds) > Accounting & Finance Division (LUBS) (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 04 Apr 2019 15:54
Last Modified: 06 Nov 2019 01:39
Status: Published
Publisher: Elsevier
Identification Number: https://doi.org/10.1016/j.frl.2018.11.004

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