Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.creator | Caporale, G.M. (Guglielmo M.) | - |
| dc.creator | Gil-Alana, L.A. (Luis A.) | - |
| dc.creator | Plastun, A. (Alex) | - |
| dc.date.accessioned | 2023-03-20T10:14:21Z | - |
| dc.date.available | 2023-03-20T10:14:21Z | - |
| dc.date.issued | 2018 | - |
| dc.identifier.citation | Caporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.); Plastun, A. (Alex). "Persistence in the cryptocurrency market". Research in international business and finance. 46, 2018, 141 - 148 | es |
| dc.identifier.issn | 0275-5319 | - |
| dc.identifier.uri | https://hdl.handle.net/10171/65727 | - |
| dc.description.abstract | This paper examines persistence in the cryptocurrency market. Two different long-memory methods (R/S analysis and fractional integration) are used to analyse it in the case of the four main cryptocurrencies (BitCoin, LiteCoin, Ripple, Dash) over the sample period 2013–2017. The findings indicate that this market exhibits persistence (there is a positive correlation between its past and future values), and that its degree changes over time. Such predictability represents evidence of market inefficiency: trend trading strategies can be used to generate abnormal profits in the cryptocurrency market. | es_ES |
| dc.description.sponsorship | Luis A. Gil-Alana gratefully acknowledges financial support from the Ministerio de Ciencia y Tecnología (ECO2014-55236). Alex Plastun gratefully acknowledges financial support from the Ministry of Education and Science of Ukraine (0117U003936). Comments from the Editor and an anonymous reviewer are gratefully acknowledged. | es_ES |
| dc.language.iso | eng | es_ES |
| dc.publisher | Elsevier BV | es_ES |
| dc.relation | info:eu-repo/grantAgreement/MINECO/Retos Investigación: Proyectos de I+D+I (2014)/ECO2014-55236/ES/INTEGRACION FRACCIONAL, PRODUCTIVIDAD DE LAS EMPRESAS Y EVALUACION DE POLITICAS EN LOS PAISES EN VIAS DE DESARROLLO | es_ES |
| dc.rights | info:eu-repo/semantics/openAccess | es_ES |
| dc.subject | Crypto currency | es_ES |
| dc.subject | BitCoin | es_ES |
| dc.subject | Persistence | es_ES |
| dc.subject | Long memory | es_ES |
| dc.subject | R/S analysis | es_ES |
| dc.subject | Fractional integration | es_ES |
| dc.title | Persistence in the cryptocurrency market | es_ES |
| dc.type | info:eu-repo/semantics/article | es_ES |
| dc.description.note | This is an open access article under the CC BY license (http://creativecommons.org/licenses/BY/4.0/). | es_ES |
| dc.identifier.doi | 10.1016/j.ribaf.2018.01.002 | - |
| dadun.citation.endingPage | 148 | es_ES |
| dadun.citation.publicationName | Research in international business and finance | es_ES |
| dadun.citation.startingPage | 141 | es_ES |
| dadun.citation.volume | 46 | es_ES |
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