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David Vidal-Tomás
(David Vidal-Tomas)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Vidal-Tomás, David & Briola, Antonio & Aste, Tomaso, 2023. "FTX's downfall and Binance's consolidation: the fragility of centralised digital finance," LSE Research Online Documents on Economics 119902, London School of Economics and Political Science, LSE Library.

    Cited by:

    1. Saengchote, Kanis & Samphantharak, Krislert, 2024. "Digital money creation and algorithmic stablecoin run," Finance Research Letters, Elsevier, vol. 64(C).
    2. Kotiloglu, Serhan & Ometto, M. Paola, 2024. "An exploratory look at the role of ownership in initial coin offerings (ICO): Different audiences and ICO success," Journal of Business Venturing Insights, Elsevier, vol. 21(C).
    3. Cascavilla, Alessandro, 2024. "Between money and speculative asset: The role of financial literacy on the perception towards Bitcoin in Italy," Journal of Economic Psychology, Elsevier, vol. 102(C).
    4. Marcin Wk{a}torek & Marcin Kr'olczyk & Jaros{l}aw Kwapie'n & Tomasz Stanisz & Stanis{l}aw Dro.zd.z, 2024. "Approaching multifractal complexity in decentralized cryptocurrency trading," Papers 2411.05951, arXiv.org.
    5. Riccardo De Blasis & Luca Galati & Rosanna Grassi & Giorgio Rizzini, 2024. "Information Flow in the FTX Bankruptcy: A Network Approach," Papers 2407.12683, arXiv.org.

  2. Vidal-Tomás, David, 2022. "Blockchain, sport and fan tokens," MPRA Paper 111350, University Library of Munich, Germany.

    Cited by:

    1. Cavallaro, Matteo & Mathieu, Alban, 2024. "Beyond the veil: Mapping cryptocurrencies' ecosystem," International Review of Financial Analysis, Elsevier, vol. 94(C).
    2. Saggu, Aman & Ante, Lennart & Demir, Ender, 2024. "Anticipatory gains and event-driven losses in blockchain-based fan tokens: Evidence from the FIFA World Cup," Research in International Business and Finance, Elsevier, vol. 70(PA).
    3. Assaf, Ata & Demir, Ender & Ersan, Oguz, 2024. "Detecting and date-stamping bubbles in fan tokens," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 98-113.
    4. Lennart Ante & Benjamin Schellinger & Ender Demir, 2024. "The impact of football games and sporting performance on intra-day fan token returns," Journal of Business Economics, Springer, vol. 94(5), pages 813-850, July.
    5. Foglia, Matteo & Maci, Giampiero & Pacelli, Vincenzo, 2024. "FinTech and fan tokens: Understanding the risks spillover of digital asset investment," Research in International Business and Finance, Elsevier, vol. 68(C).
    6. Scharnowski, Matthias & Scharnowski, Stefan & Zimmermann, Lukas, 2023. "Fan tokens: Sports and speculation on the blockchain," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 89(C).

  3. Vidal-Tomás, David, 2022. "The new crypto niche: NFTs, play-to-earn, and metaverse tokens," MPRA Paper 111351, University Library of Munich, Germany.

    Cited by:

    1. Aysan, Ahmet Faruk & Batten, Jonathan & Gozgor, Giray & Khalfaoui, Rabeh & Nanaeva, Zhamal, 2024. "Metaverse and financial markets: A quantile-time-frequency connectedness analysis," Research in International Business and Finance, Elsevier, vol. 72(PB).
    2. Liu, Jiatong & Zhu, You & Wang, Gang-Jin & Xie, Chi & Wang, Qilin, 2024. "Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system," Finance Research Letters, Elsevier, vol. 59(C).
    3. Ali, Shoaib & Al-Nassar, Nassar S. & Naveed, Muhammad, 2024. "Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets," Global Finance Journal, Elsevier, vol. 60(C).
    4. Carlos Cantú & Cecilia Franco & Jon Frost, 2024. "The Economic Implications of Services in the Metaverse," Springer Books, in: Hung-Yi Chen & Pawee Jenweeranon & Nafis Alam (ed.), Global Perspectives in the Metaverse, chapter 0, pages 83-118, Springer.
    5. Pier Luigi Parcu & Niccolo' Galli & Chiara Carozza, 2023. "The Metaverse: technology, financing and economics," RSCAS Working Papers 2023/16, European University Institute.
    6. Urom, Christian & Ndubuisi, Gideon & Guesmi, Khaled, 2024. "Global macroeconomic factors and the connectedness among NFTs and (un)conventional assets," Research in International Business and Finance, Elsevier, vol. 71(C).
    7. Wang, Jying-Nan & Lee, Yen-Hsien & Liu, Hung-Chun & Hsu, Yuan-Teng, 2023. "Dissecting returns of non-fungible tokens (NFTs): Evidence from CryptoPunks," The North American Journal of Economics and Finance, Elsevier, vol. 65(C).
    8. Díaz, Antonio & Esparcia, Carlos & Huélamo, Diego, 2023. "Unveiling the diversification capabilities of carbon markets in NFT portfolios," Finance Research Letters, Elsevier, vol. 58(PD).
    9. Chowdhury, Mohammad Ashraful Ferdous & Abdullah, Mohammad & Alam, Masud & Abedin, Mohammad Zoynul & Shi, Baofeng, 2023. "NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis," International Review of Financial Analysis, Elsevier, vol. 87(C).
    10. Mamidala, Vasanthi & Kumari, Pooja, 2023. "Investigating herding severity in different NFT categories," Finance Research Letters, Elsevier, vol. 58(PB).
    11. Foglia, Matteo & Maci, Giampiero & Pacelli, Vincenzo, 2024. "FinTech and fan tokens: Understanding the risks spillover of digital asset investment," Research in International Business and Finance, Elsevier, vol. 68(C).
    12. Jana, Rabin K., 2024. "Are metaverse coins more prone to geopolitical risk than traditional crypto assets?," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 436-447.
    13. Ahmet Faruk Aysan & Jonathan Batten & Giray Gozgor & Rabeh Khalfaoui & Zhamal Nanaeva, 2023. "Twitter matters for metaverse stocks amid economic uncertainty," Post-Print hal-04316403, HAL.
    14. Abdullah, Mohammad & Sarker, Provash Kumer & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Rehman, Mohd Ziaur, 2024. "Tail risk intersection between tech-tokens and tech-stocks," Global Finance Journal, Elsevier, vol. 61(C).
    15. Ghosh, Indranil & Alfaro-Cortés, Esteban & Gámez, Matías & García, Noelia, 2023. "Do travel uncertainty and invasion rhetoric spur Metaverse financial asset? – Gauging the role of media influence," Finance Research Letters, Elsevier, vol. 51(C).
    16. Qiao, Xingzhi & Zhu, Huiming & Tang, Yiding & Peng, Cheng, 2023. "Time-frequency extreme risk spillover network of cryptocurrency coins, DeFi tokens and NFTs," Finance Research Letters, Elsevier, vol. 51(C).
    17. Ghosh, Indranil & Alfaro-Cortés, Esteban & Gámez, Matías & García-Rubio, Noelia, 2023. "Prediction and interpretation of daily NFT and DeFi prices dynamics: Inspection through ensemble machine learning & XAI," International Review of Financial Analysis, Elsevier, vol. 87(C).
    18. Mkedder, Nadjim & Das, Manish, 2024. "Metaverse integration challenges: An in-depth ISM and MICMAC analysis," Journal of Retailing and Consumer Services, Elsevier, vol. 77(C).
    19. Vidal-Tomás, David, 2023. "The illusion of the metaverse and meta-economy," International Review of Financial Analysis, Elsevier, vol. 86(C).
    20. Liu, Jiatong, 2023. "Time-frequency correlations and extreme spillover effects between carbon markets and NFTs: The roles of EPU and COVID-19," Finance Research Letters, Elsevier, vol. 54(C).
    21. Aysan, Ahmet Faruk & Gozgor, Giray & Nanaeva, Zhamal, 2024. "Technological perspectives of Metaverse for financial service providers," Technological Forecasting and Social Change, Elsevier, vol. 202(C).
    22. Yousaf, Imran & Abrar, Afsheen & Goodell, John W., 2023. "Connectedness between travel & tourism tokens, tourism equity, and other assets," Finance Research Letters, Elsevier, vol. 53(C).
    23. Shaen Corbet & Les Oxley, 2023. "Investigating the Academic Response to Cryptocurrencies: Insights from Research Diversification as Separated by Journal Ranking," Review of Corporate Finance, now publishers, vol. 3(4), pages 487-528, September.
    24. An, Jaehyung & Mikhaylov, Alexey & Chang, Tsangyao, 2024. "Relationship between the popularity of a platform and the price of NFT assets," Finance Research Letters, Elsevier, vol. 61(C).
    25. Vidal-Tomás, David & Briola, Antonio & Aste, Tomaso, 2023. "FTX's downfall and Binance's consolidation: the fragility of centralised digital finance," LSE Research Online Documents on Economics 119902, London School of Economics and Political Science, LSE Library.

  4. David Vidal-Tomás & Simone Alfarano, 2018. "An agent based early warning indicator for financial market instability," Working Papers 2018/12, Economics Department, Universitat Jaume I, Castellón (Spain).

    Cited by:

    1. Oh, Sebeom & Ku, Hyejin & Jun, Doobae, 2022. "A comparative analysis of housing prices in different cities using the Black–Scholes and Jump Diffusion models," Finance Research Letters, Elsevier, vol. 46(PA).
    2. Caferra, Rocco & Vidal-Tomás, David, 2021. "Who raised from the abyss? A comparison between cryptocurrency and stock market dynamics during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 43(C).
    3. Vidal-Tomás, David, 2022. "Which cryptocurrency data sources should scholars use?," International Review of Financial Analysis, Elsevier, vol. 81(C).
    4. Gangwal, Utkarsh & Dong, Shangjia, 2022. "Critical facility accessibility rapid failure early-warning detection and redundancy mapping in urban flooding," Reliability Engineering and System Safety, Elsevier, vol. 224(C).
    5. Steinbacher, Mitja & Raddant, Matthias & Karimi, Fariba & Camacho-Cuena, Eva & Alfarano, Simone & Iori, Giulia & Lux, Thomas, 2021. "Advances in the Agent-Based Modeling of Economic and Social Behavior," MPRA Paper 107317, University Library of Munich, Germany.
    6. Goodell, John W. & Kumar, Satish & Rao, Purnima & Verma, Shubhangi, 2023. "Emotions and stock market anomalies: A systematic review," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).

  5. Blanco-Arroyo, Omar & Ruiz-Buforn, Alba & Vidal-Tomás, David & Alfarano, Simone, 2018. "On the determination of the granular size of the economy," MPRA Paper 87599, University Library of Munich, Germany.

    Cited by:

    1. Murilo Silva & Sergio Da Silva, 2020. "The Brazilian granular business cycle," Economics Bulletin, AccessEcon, vol. 40(1), pages 463-472.
    2. Santiago Camara, 2022. "Granular Linkages, Supplier Cost Shocks & Export Performance," Papers 2203.07282, arXiv.org.
    3. Leon Esquierro & Sergio Da Silva, 2024. "Is the Brazilian labor market granular?," Economics Bulletin, AccessEcon, vol. 44(2), pages 576-585.
    4. Blanco-Arroyo, Omar & Ruiz-Buforn, Alba & Vidal-Tomás, David & Alfarano, Simone, 2019. "Empresas granulares y desagregación regional: un análisis del caso español [Granular firms and regional disaggregation: an analysis of the Spanish case]," MPRA Paper 93913, University Library of Munich, Germany.
    5. Jozef Konings & Galiya Sagyndykova & Venkat Subramanian & Astrid Volckaert, 2023. "The granular nature of emerging market economies: The case of Kazakhstan," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 31(2), pages 429-464, April.
    6. Jozef Konings & Galiya Sagyndykova & Venkat Subramanian & Astrid Volckaert, 2021. "The granular economy of Kazakhstan," Working Papers 2021/01, Nazarbayev University, Graduate School of Business.
    7. Maia, Adriano & Oliveira, Guilherme De & Matsushita, Raul & Da Silva, Sergio, 2021. "The granularity of the Brazilian banking market," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    8. Adriano Maia & Guilherme De Oliveira & Raul Matsushita & Sergio Da Silva, 2023. "Granular banks and corporate investment," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(3), pages 586-599, September.
    9. Alfarano, Simone & Blanco-Arroyo, Omar, 2022. "Banking sector concentration, credit shocks and aggregate fluctuations," Economics Letters, Elsevier, vol. 218(C).
    10. David Vidal-Tomás & Alba Ruiz-Buforn & Omar Blanco-Arroyo & Simone Alfarano, 2022. "A Cross-Sectional Analysis of Growth and Profit Rate Distribution: The Spanish Case," Mathematics, MDPI, vol. 10(6), pages 1-20, March.
    11. Svetlana Popova, 2019. "Idiosyncratic shocks: estimation and the impact on aggregate fluctuations," Bank of Russia Working Paper Series wps46, Bank of Russia.
    12. Alfarano, Simone & Blanco-Arroyo, Omar, 2022. "Banking Sector Concentration, Credit Supply Shocks and Aggregate Fluctuations," MPRA Paper 111972, University Library of Munich, Germany.

Articles

  1. Vidal-Tomás, David, 2023. "The illusion of the metaverse and meta-economy," International Review of Financial Analysis, Elsevier, vol. 86(C).

    Cited by:

    1. Aharon, David Y. & Alon, Ilan & Vakhromov, Oleg, 2024. "Metaverse tokens or metaverse stocks – Who’s the boss?," Research in International Business and Finance, Elsevier, vol. 69(C).
    2. Robertas Damaševičius, 2023. "From E-commerce to V-commerce: Understanding the impact of virtual reality and metaverse on economic activities," Journal of Information Economics, Anser Press, vol. 1(3), pages 55-79, October.
    3. Cavallaro, Matteo & Mathieu, Alban, 2024. "Beyond the veil: Mapping cryptocurrencies' ecosystem," International Review of Financial Analysis, Elsevier, vol. 94(C).
    4. Zhang, Xu & Naeem, Muhammad Abubakr & Du, Yuting & Rauf, Abdul, 2024. "Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 41(C).
    5. Ahmet Faruk Aysan & Jonathan Batten & Giray Gozgor & Rabeh Khalfaoui & Zhamal Nanaeva, 2023. "Twitter matters for metaverse stocks amid economic uncertainty," Post-Print hal-04316403, HAL.
    6. Veronika Kopřivová & Radka Bauerová, 2024. "Fear of Missing out and Its Impact on Consumer Decision Making in Relation to Product Purchases in the Metaverse," Central European Business Review, Prague University of Economics and Business, vol. 2024(4), pages 21-37.
    7. Mkedder, Nadjim & Das, Manish, 2024. "Metaverse integration challenges: An in-depth ISM and MICMAC analysis," Journal of Retailing and Consumer Services, Elsevier, vol. 77(C).
    8. Bakhtiar, Tiam & Luo, Xiaojun & Adelopo, Ismail, 2023. "Network effects and store-of-value features in the cryptocurrency market," Technology in Society, Elsevier, vol. 74(C).
    9. Aiolfi, Simone & Luceri, Beatrice, 2024. "See you on the Metaverse: A bibliometric expedition through the Metaverse landscape," Technological Forecasting and Social Change, Elsevier, vol. 207(C).
    10. Aysan, Ahmet Faruk & Gozgor, Giray & Nanaeva, Zhamal, 2024. "Technological perspectives of Metaverse for financial service providers," Technological Forecasting and Social Change, Elsevier, vol. 202(C).
    11. Proelss, Juliane & Sévigny, Stéphane & Schweizer, Denis, 2023. "GameFi: The perfect symbiosis of blockchain, tokens, DeFi, and NFTs?," International Review of Financial Analysis, Elsevier, vol. 90(C).
    12. Ghosh, Indranil & Alfaro-Cortés, Esteban & Gámez, Matías & García-Rubio, Noelia, 2024. "Reflections of public perception of Russia-Ukraine conflict and Metaverse on the financial outlook of Metaverse coins: Fresh evidence from Reddit sentiment analysis," International Review of Financial Analysis, Elsevier, vol. 93(C).
    13. Vidal-Tomás, David & Briola, Antonio & Aste, Tomaso, 2023. "FTX's downfall and Binance's consolidation: the fragility of centralised digital finance," LSE Research Online Documents on Economics 119902, London School of Economics and Political Science, LSE Library.

  2. David Vidal-Tomás, 2023. "Blockchain, sport and fan tokens," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 51(1), pages 24-38, April.
    See citations under working paper version above.
  3. Briola, Antonio & Vidal-Tomás, David & Wang, Yuanrong & Aste, Tomaso, 2023. "Anatomy of a Stablecoin’s failure: The Terra-Luna case," Finance Research Letters, Elsevier, vol. 51(C).

    Cited by:

    1. José Almeida & Tiago Cruz Gonçalves, 2023. "A Decade of Cryptocurrency Investment Literature: A Cluster-Based Systematic Analysis," IJFS, MDPI, vol. 11(2), pages 1-20, May.
    2. Carlos Cantú & Cecilia Franco & Jon Frost, 2024. "The Economic Implications of Services in the Metaverse," Springer Books, in: Hung-Yi Chen & Pawee Jenweeranon & Nafis Alam (ed.), Global Perspectives in the Metaverse, chapter 0, pages 83-118, Springer.
    3. Saengchote, Kanis & Samphantharak, Krislert, 2024. "Digital money creation and algorithmic stablecoin run," Finance Research Letters, Elsevier, vol. 64(C).
    4. Ravi Kashyap, 2024. "The Democratization of Wealth Management: Hedged Mutual Fund Blockchain Protocol," Papers 2405.02302, arXiv.org, revised Jul 2024.
    5. Mercik, Aleksander & Słoński, Tomasz & Karaś, Marta, 2024. "Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies," International Review of Financial Analysis, Elsevier, vol. 92(C).
    6. Arman Abgaryan & Utkarsh Sharma, 2023. "Intermediating DFMM Asset (IDA)," Papers 2311.05234, arXiv.org.
    7. Ravi Kashyap, 2023. "DeFi Security: Turning The Weakest Link Into The Strongest Attraction," Papers 2312.00033, arXiv.org.
    8. Antonio Briola & Silvia Bartolucci & Tomaso Aste, 2024. "Deep Limit Order Book Forecasting," Papers 2403.09267, arXiv.org, revised Jun 2024.
    9. Saengchote, Kanis & Putniņš, Talis & Samphantharak, Krislert, 2023. "Does DeFi remove the need for trust? Evidence from a natural experiment in stablecoin lending," Journal of Behavioral and Experimental Finance, Elsevier, vol. 40(C).
    10. Yousaf, Imran & Abrar, Afsheen & Yarovaya, Larisa, 2023. "Decentralized and centralized exchanges: Which digital tokens pose a greater contagion risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 89(C).
    11. Piñeiro-Chousa, Juan & Šević, Aleksandar & González-López, Isaac, 2023. "Impact of social metrics in decentralized finance," Journal of Business Research, Elsevier, vol. 158(C).
    12. Gordon, Steven & Li, Zhi & Marthinsen, John, 2023. "A deep analysis of the economics and finance research on cryptocurrencies," Economics Letters, Elsevier, vol. 228(C).
    13. Bennett, Donyetta & Mekelburg, Erik & Williams, T.H., 2023. "BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing," Research in International Business and Finance, Elsevier, vol. 65(C).
    14. Auer, Raphael & Haslhofer, Bernhard & Kitzler, Stefan & Saggese, Pietro & Friedhelm, Victor, 2023. "The Technology of Decentralized Finance (DeFi)," CEPR Discussion Papers 18038, C.E.P.R. Discussion Papers.
    15. Bhambhwani, Siddharth M. & Huang, Allen H., 2024. "Auditing decentralized finance," The British Accounting Review, Elsevier, vol. 56(2).
    16. Ravi Kashyap, 2024. "The Concentration Risk Indicator: Raising the Bar for Financial Stability and Portfolio Performance Measurement," Papers 2408.07271, arXiv.org.
    17. Kashyap, Ravi, 2024. "The Democratization of Wealth Management: Hedged Mutual Fund Blockchain Protocol," Research in International Business and Finance, Elsevier, vol. 71(C).
    18. David Vidal-Tom'as & Antonio Briola & Tomaso Aste, 2023. "FTX's downfall and Binance's consolidation: The fragility of centralised digital finance," Papers 2302.11371, arXiv.org, revised Dec 2023.
    19. Korobova, Elena & Fantazzini, Dean, 2024. "Stablecoins and credit risk: when do they stop being stable?," MPRA Paper 122951, University Library of Munich, Germany.
    20. Kensuke Ito, 2024. "Cryptoeconomics and Tokenomics as Economics: A Survey with Opinions," Papers 2407.15715, arXiv.org.
    21. Savelli, Iacopo & Hepburn, Cameron & Morstyn, Thomas, 2024. "A blueprint for energy systems in the era of central bank digital currencies," Technological Forecasting and Social Change, Elsevier, vol. 207(C).

  4. Vidal-Tomás, David, 2022. "Which cryptocurrency data sources should scholars use?," International Review of Financial Analysis, Elsevier, vol. 81(C).

    Cited by:

    1. Bejaoui, Azza & Frikha, Wajdi & Jeribi, Ahmed & Bariviera, Aurelio F., 2023. "Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 619(C).
    2. Briola, Antonio & Vidal-Tomás, David & Wang, Yuanrong & Aste, Tomaso, 2023. "Anatomy of a Stablecoin’s failure: The Terra-Luna case," Finance Research Letters, Elsevier, vol. 51(C).
    3. Rudkin, Simon & Rudkin, Wanling & Dłotko, Paweł, 2023. "On the topology of cryptocurrency markets," International Review of Financial Analysis, Elsevier, vol. 89(C).
    4. Saengchote, Kanis & Samphantharak, Krislert, 2024. "Digital money creation and algorithmic stablecoin run," Finance Research Letters, Elsevier, vol. 64(C).
    5. Nguyen, Khanh Quoc & Nguyen, Thanh Huong & Do, Bao Linh, 2023. "Narrative attention and related cryptocurrency returns," Finance Research Letters, Elsevier, vol. 56(C).
    6. Tom Liu & Stefan Zohren, 2023. "Multi-Factor Inception: What to Do with All of These Features?," Papers 2307.13832, arXiv.org.
    7. Saggu, Aman & Ante, Lennart & Demir, Ender, 2024. "Anticipatory gains and event-driven losses in blockchain-based fan tokens: Evidence from the FIFA World Cup," Research in International Business and Finance, Elsevier, vol. 70(PA).
    8. Shanaev, Savva & Ghimire, Binam, 2022. "A generalised seasonality test and applications for cryptocurrency and stock market seasonality," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 172-185.
    9. Fieberg, Christian & Günther, Steffen & Poddig, Thorsten & Zaremba, Adam, 2024. "Non-standard errors in the cryptocurrency world," International Review of Financial Analysis, Elsevier, vol. 92(C).
    10. Perez Riaza, Baptiste & Gnabo, Jean-Yves, 2023. "Decentralized Autonomous Organizations (DAOs): Catalysts for enhanced market efficiency," Finance Research Letters, Elsevier, vol. 58(PB).
    11. Bakhtiar, Tiam & Luo, Xiaojun & Adelopo, Ismail, 2023. "Network effects and store-of-value features in the cryptocurrency market," Technology in Society, Elsevier, vol. 74(C).
    12. Zhang, Pengcheng & Kong, Deli & Xu, Kunpeng & Qi, Jiayin, 2024. "Global economic policy uncertainty and the stability of cryptocurrency returns: The role of liquidity volatility," Research in International Business and Finance, Elsevier, vol. 67(PB).
    13. Vidal-Tomás, David, 2023. "The illusion of the metaverse and meta-economy," International Review of Financial Analysis, Elsevier, vol. 86(C).
    14. Nitithumbundit, Thanakorn & Chan, Jennifer S.K., 2022. "Covid-19 impact on Cryptocurrencies market using Multivariate Time Series Models," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 365-375.
    15. Vidal-Tomás, David & Briola, Antonio & Aste, Tomaso, 2023. "FTX's downfall and Binance's consolidation: the fragility of centralised digital finance," LSE Research Online Documents on Economics 119902, London School of Economics and Political Science, LSE Library.

  5. David Vidal-Tomás, 2022. "All the frequencies matter in the Bitcoin market: an efficiency analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 29(3), pages 212-218, February.

    Cited by:

    1. Hyeonoh Kim & Eojin Yi & Jooyoung Jeon & Taeyoung Park & Kwangwon Ahn, 2024. "After the Split: Market Efficiency of Bitcoin Cash," Computational Economics, Springer;Society for Computational Economics, vol. 64(1), pages 411-427, July.
    2. Wang, Fang & Gacesa, Marko, 2023. "Semi-strong efficient market of Bitcoin and Twitter: An analysis of semantic vector spaces of extracted keywords and light gradient boosting machine models," International Review of Financial Analysis, Elsevier, vol. 88(C).
    3. Antonio Briola & Tomaso Aste, 2022. "Dependency structures in cryptocurrency market from high to low frequency," Papers 2206.03386, arXiv.org, revised Dec 2022.
    4. Ailie Charteris & Conrad Alexander Steyn, 2023. "The Bank of Japan’s exchange traded fund purchases: a help or hindrance to market efficiency?," Journal of Asset Management, Palgrave Macmillan, vol. 24(3), pages 225-240, May.
    5. Shimeng Shi & Jia Zhai & Yingying Wu, 2024. "Informational inefficiency on bitcoin futures," The European Journal of Finance, Taylor & Francis Journals, vol. 30(6), pages 642-667, April.

  6. Vidal-Tomás, David, 2022. "The new crypto niche: NFTs, play-to-earn, and metaverse tokens," Finance Research Letters, Elsevier, vol. 47(PB).
    See citations under working paper version above.
  7. D. Vidal-Tomás, 2021. "An investigation of cryptocurrency data: the market that never sleeps," Quantitative Finance, Taylor & Francis Journals, vol. 21(12), pages 2007-2024, December.

    Cited by:

    1. Wang, Fang & Gacesa, Marko, 2023. "Semi-strong efficient market of Bitcoin and Twitter: An analysis of semantic vector spaces of extracted keywords and light gradient boosting machine models," International Review of Financial Analysis, Elsevier, vol. 88(C).
    2. Shanaev, Savva & Ghimire, Binam, 2022. "A generalised seasonality test and applications for cryptocurrency and stock market seasonality," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 172-185.
    3. Wang, Yifu & Lu, Wanbo & Lin, Min-Bin & Ren, Rui & Härdle, Wolfgang Karl, 2024. "Cross-exchange crypto risk: A high-frequency dynamic network perspective," International Review of Financial Analysis, Elsevier, vol. 94(C).

  8. Vidal-Tomás, David, 2021. "The entry and exit dynamics of the cryptocurrency market," Research in International Business and Finance, Elsevier, vol. 58(C).

    Cited by:

    1. Vidal-Tomás, David, 2022. "The new crypto niche: NFTs, play-to-earn, and metaverse tokens," MPRA Paper 111351, University Library of Munich, Germany.
    2. Liu, Jian & Julaiti, Jiansuer & Gou, Shangde, 2024. "Decomposing interconnectedness: A study of cryptocurrency spillover effects in global financial markets," Finance Research Letters, Elsevier, vol. 61(C).
    3. Vidal-Tomás, David, 2022. "Blockchain, sport and fan tokens," MPRA Paper 111350, University Library of Munich, Germany.
    4. Huang, Linxian, 2024. "The relationship between cryptocurrencies and convention financial market: Dynamic causality test and time-varying influence," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 811-826.
    5. Almeida, José & Gonçalves, Tiago Cruz, 2023. "A systematic literature review of investor behavior in the cryptocurrency markets," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
    6. Vidal-Tomás, David, 2023. "The illusion of the metaverse and meta-economy," International Review of Financial Analysis, Elsevier, vol. 86(C).
    7. Wang, Yifu & Lu, Wanbo & Lin, Min-Bin & Ren, Rui & Härdle, Wolfgang Karl, 2024. "Cross-exchange crypto risk: A high-frequency dynamic network perspective," International Review of Financial Analysis, Elsevier, vol. 94(C).
    8. Nitithumbundit, Thanakorn & Chan, Jennifer S.K., 2022. "Covid-19 impact on Cryptocurrencies market using Multivariate Time Series Models," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 365-375.

  9. Vidal-Tomás, David, 2021. "Transitions in the cryptocurrency market during the COVID-19 pandemic: A network analysis," Finance Research Letters, Elsevier, vol. 43(C).

    Cited by:

    1. Maher Abida & Emna Mnif, 2023. "Investor Attention in Cryptocurrency Markets: Examining the Effects of Vaccination and COVID-19 Spread through a Wavelet Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 13(5), pages 43-51, September.
    2. Serkan Alkan & Saffet Akdağ & Andrew Adewale Alola, 2023. "Evaluating the Hierarchical Contagion of Economic Policy Uncertainty among the Leading Developed and Developing Economies," Economies, MDPI, vol. 11(8), pages 1-17, July.
    3. Maneejuk, Paravee & Kaewtathip, Nuttaphong & Jaipong, Peemmawat & Yamaka, Woraphon, 2022. "The transition of the global financial markets' connectedness during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    4. Yang, Ming-Yuan & Wang, Chengjin & Wu, Zhen-Guo & Wu, Xin & Zheng, Chengsi, 2023. "Influential risk spreaders and their contribution to the systemic risk in the cryptocurrency network," Finance Research Letters, Elsevier, vol. 57(C).
    5. Chen, Bin-xia & Sun, Yan-lin, 2024. "Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework," The North American Journal of Economics and Finance, Elsevier, vol. 69(PA).
    6. Gaies, Brahim & Chaâbane, Najeh & Bouzouita, Nesrine, 2024. "Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 43-70.
    7. Kumari, Pooja & Mamidala, Vasanthi & Chavali, Kavita & Behl, Abhishek, 2024. "The changing dynamics of crypto mining and environmental impact," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 940-953.
    8. Yang, Ming-Yuan & Wu, Zhen-Guo & Wu, Xin, 2022. "An empirical study of risk diffusion in the cryptocurrency market based on the network analysis," Finance Research Letters, Elsevier, vol. 50(C).
    9. Assaf, Ata & Mokni, Khaled & Yousaf, Imran & Bhandari, Avishek, 2023. "Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19," Research in International Business and Finance, Elsevier, vol. 64(C).
    10. Zhao, Yuan & Liu, Nan & Li, Wanpeng, 2022. "Industry herding in crypto assets," International Review of Financial Analysis, Elsevier, vol. 84(C).
    11. Nidhal Mgadmi & Azza Béjaoui & Wajdi Moussa, 2023. "Disentangling the Nonlinearity Effect in Cryptocurrency Markets During the Covid-19 Pandemic: Evidence from a Regime-Switching Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(3), pages 457-473, September.
    12. Guo, Xiaoping & Fan, Ningyuan & Liu, Zhenchun & Wang, Jianwei, 2024. "Macro topology structure and evolution of Chinese Public Funds’ Co-holding Network," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
    13. Chowdhury, Md Iftekhar Hasan & Hasan, Mudassar & Bouri, Elie & Tang, Yayan, 2024. "Emotional spillovers in the cryptocurrency market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 41(C).
    14. Wang, Yifu & Lu, Wanbo & Lin, Min-Bin & Ren, Rui & Härdle, Wolfgang Karl, 2024. "Cross-exchange crypto risk: A high-frequency dynamic network perspective," International Review of Financial Analysis, Elsevier, vol. 94(C).
    15. Nitithumbundit, Thanakorn & Chan, Jennifer S.K., 2022. "Covid-19 impact on Cryptocurrencies market using Multivariate Time Series Models," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 365-375.

  10. Tedeschi, Gabriele & Vidal-Tomás, David & Delli-Gatti, Domenico & Gallegati, Mauro, 2021. "The macroeconomic effects of default and debt restructuring: An agent based exploration," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1146-1163.

    Cited by:

    1. Delli Gatti, Domenico & Gallegati, Mauro & Palestrini, Antonio & Tedeschi, Gabriele & Vidal-Tomás, David, 2024. "Market power, technical progress and financial fragility," Journal of Economic Behavior & Organization, Elsevier, vol. 217(C), pages 435-452.
    2. Alessio Brini & Gabriele Tedeschi & Daniele Tantari, 2022. "Reinforcement Learning Policy Recommendation for Interbank Network Stability," Papers 2204.07134, arXiv.org, revised May 2023.
    3. Marco Catola & Silvia Leoni, 2023. "Pollution Abatement and Lobbying in a Cournot Game. An Agent-Based Modelling approach," Discussion Papers 2023/294, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.

  11. Caferra, Rocco & Vidal-Tomás, David, 2021. "Who raised from the abyss? A comparison between cryptocurrency and stock market dynamics during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 43(C).

    Cited by:

    1. Barbara Będowska-Sójka & Agata Kliber & Laivi Laidroo, 2023. "Has the pandemic changed the relationships between fintechs and banks?," Operations Research and Decisions, Wroclaw University of Science and Technology, Faculty of Management, vol. 33(4), pages 15-33.
    2. Liang Wang & Xianyan Xiong & Ziqiu Cao, 2023. "Time-frequency volatility spillovers between Chinese renminbi onshore and offshore markets during the COVID-19 crisis," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-14, December.
    3. Naseem Al Rahahleh & Ahmed Al Qurashi, 2024. "The impact of COVID-19 on Ethereum returns and Ethereum market efficiency," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 14(3), pages 729-755, September.
    4. Maher Abida & Emna Mnif, 2023. "Investor Attention in Cryptocurrency Markets: Examining the Effects of Vaccination and COVID-19 Spread through a Wavelet Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 13(5), pages 43-51, September.
    5. Ozdamar, Melisa & Sensoy, Ahmet & Akdeniz, Levent, 2022. "Retail vs institutional investor attention in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
    6. Maneejuk, Paravee & Kaewtathip, Nuttaphong & Jaipong, Peemmawat & Yamaka, Woraphon, 2022. "The transition of the global financial markets' connectedness during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    7. Ovidiu-Constantin BUNGET & Georgiana-Iulia LAZEA (TRIFA), 2023. "Comparative Analysis Cryptocurrencies Versus Stocks," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), vol. 4(11), pages 49-65, November.
    8. Doruk, Ömer Tuğsal & Konuk, Serhat & Atici, Rümeysa, 2021. "Short-term working allowance and firm risk in the post-COVID-19 period: Novel matching evidence from an emerging market," Finance Research Letters, Elsevier, vol. 43(C).
    9. Będowska-Sójka, Barbara & Demir, Ender & Zaremba, Adam, 2022. "Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine," Finance Research Letters, Elsevier, vol. 50(C).
    10. Wasiuzzaman, Shaista & Muhd Azwan, Ayu Nadhirah & Hj Nordin, Aina Nazurah, 2023. "Analysis of the performance of Islamic gold-backed cryptocurrencies during the bear market of 2020," Emerging Markets Review, Elsevier, vol. 54(C).
    11. Rocco Caferra & Pasquale Marcello Falcone & Andrea Morone & Piergiuseppe Morone, 2022. "Is COVID-19 anticipating the future? Evidence from investors’ sustainable orientation," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 12(1), pages 177-196, March.
    12. Beatrice Foroni & Luca Merlo & Lea Petrella, 2023. "Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market," Papers 2307.06400, arXiv.org.
    13. Zhou, Fan, 2024. "Cryptocurrency: A new player or a new crisis in financial markets? —— Evolutionary analysis of association and risk spillover based on network science," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 648(C).
    14. Aktham Maghyereh & Hussein Abdoh, 2022. "COVID-19 and the volatility interlinkage between bitcoin and financial assets," Empirical Economics, Springer, vol. 63(6), pages 2875-2901, December.
    15. Balcilar, Mehmet & Ozdemir, Huseyin & Agan, Busra, 2022. "Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
    16. Lu, Xunfa & Huang, Nan & Mo, Jianlei, 2024. "Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil," Energy Economics, Elsevier, vol. 132(C).
    17. Chowdhury, Mohammad Ashraful Ferdous & Abdullah, Mohammad & Masih, Mansur, 2022. "COVID-19 government interventions and cryptocurrency market: Is there any optimum portfolio diversification?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
    18. Guglielmo Maria Caporale & José Javier de Dios Mazariegos & Luis A. Gil-Alana, 2022. "Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis," CESifo Working Paper Series 9950, CESifo.
    19. Caferra, Rocco, 2022. "Sentiment spillover and price dynamics: Information flow in the cryptocurrency and stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 593(C).
    20. Jiang, Wen & Xu, Qiuhua & Zhang, Ruige, 2022. "Tail-event driven network of cryptocurrencies and conventional assets," Finance Research Letters, Elsevier, vol. 46(PB).
    21. TRIFU, Cosmin & BLAGA, Florin & MIHAI, Georgian Danut, 2022. "Pandemic. A Non-Linear Analysis," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 10(1), pages 184-189, October.
    22. Michał Buszko & Witold Orzeszko & Marcin Stawarz, 2021. "COVID-19 pandemic and stability of stock market—A sectoral approach," PLOS ONE, Public Library of Science, vol. 16(5), pages 1-26, May.
    23. Sharif, Arshian & Brahim, Mariem & Dogan, Eyup & Tzeremes, Panayiotis, 2023. "Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies," Energy Economics, Elsevier, vol. 120(C).
    24. Nidhal Mgadmi & Azza Béjaoui & Wajdi Moussa, 2023. "Disentangling the Nonlinearity Effect in Cryptocurrency Markets During the Covid-19 Pandemic: Evidence from a Regime-Switching Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 30(3), pages 457-473, September.
    25. Raza, Syed Ali & Shah, Nida & Guesmi, Khaled & Msolli, Badreddine, 2022. "How does COVID-19 influence dynamic spillover connectedness between cryptocurrencies? Evidence from non-parametric causality-in-quantiles techniques," Finance Research Letters, Elsevier, vol. 47(PA).
    26. Peng‐Fei Dai & John W. Goodell & Luu Duc Toan Huynh & Zhifeng Liu & Shaen Corbet, 2023. "Understanding the transmission of crash risk between cryptocurrency and equity markets," The Financial Review, Eastern Finance Association, vol. 58(3), pages 539-573, August.
    27. Li, Zijian & Meng, Qiaoyu, 2022. "Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    28. Papailias, Fotis, 2022. "US and EA yield curve persistence during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 44(C).
    29. David Vidal-Tomás & Rocco Caferra & Gabriele Tedeschi, 2022. "The day after tomorrow: financial repercussions of COVID-19 on systemic risk," Review of Evolutionary Political Economy, Springer, vol. 3(1), pages 169-192, April.
    30. Akihiko Noda, 2022. "Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic," Economics Bulletin, AccessEcon, vol. 42(2), pages 653-661.
    31. Aljinović Zdravka & Marasović Branka & Milićević Tea Kalinić, 2022. "The Risk and Return of Traditional and Alternative Investments Under the Impact of COVID-19," Business Systems Research, Sciendo, vol. 13(3), pages 8-22, October.
    32. Santorsola, Marco & Caferra, Rocco & Morone, Andrea, 2022. "The financial repercussions of military escalation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 603(C).
    33. Chan, Kam Fong & Chen, Zhuo & Wen, Yuanji & Xu, Tong, 2022. "COVID-19 vaccines and global stock markets," Finance Research Letters, Elsevier, vol. 47(PB).
    34. Ivanovski, Kris & Hailemariam, Abebe, 2023. "Forecasting the stock-cryptocurrency relationship: Evidence from a dynamic GAS model," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 97-111.
    35. Kao, Yu-Sheng & Day, Min-Yuh & Chou, Ke-Hsin, 2024. "A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
    36. Fang, Sheng & Cao, Guangxi & Egan, Paul, 2023. "Forecasting and backtesting systemic risk in the cryptocurrency market," Finance Research Letters, Elsevier, vol. 54(C).
    37. Shaen Corbet & Les Oxley, 2023. "Investigating the Academic Response to Cryptocurrencies: Insights from Research Diversification as Separated by Journal Ranking," Review of Corporate Finance, now publishers, vol. 3(4), pages 487-528, September.

  12. Vidal-Tomás, David & Tedeschi, Gabriele & Ripollés, Jordi, 2020. "The desertion of rich countries and the mutual support of the poor ones: Preferential lending agreements among the PIGS," Finance Research Letters, Elsevier, vol. 34(C).

    Cited by:

    1. Francesco Campigli & Gabriele Tedeschi & Maria Cristina Recchioni, 2021. "The talkative variables of the hybrid Heston model: Yields’ maturity and economic (in)stability," Working Papers 2021/03, Economics Department, Universitat Jaume I, Castellón (Spain).
    2. Grilli, Ruggero & Tedeschi, Gabriele & Gallegati, Mauro, 2020. "Business fluctuations in a behavioral switching model: Gridlock effects and credit crunch phenomena in financial networks," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
    3. Lu, Xiaoyu & Gui, Zhou, 2024. "An study of liquidity shock, financial market participation on hollowing behavior of controlling shareholder," Finance Research Letters, Elsevier, vol. 61(C).

  13. David Vidal-Tomás & Simone Alfarano, 2020. "An agent-based early warning indicator for financial market instability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 49-87, January.
    See citations under working paper version above.
  14. Vidal-Tomás, David & Ibáñez, Ana M. & Farinós, José E., 2019. "Herding in the cryptocurrency market: CSSD and CSAD approaches," Finance Research Letters, Elsevier, vol. 30(C), pages 181-186.

    Cited by:

    1. Kingstone Nyakurukwa & Yudhvir Seetharam, 2023. "Higher moment connectedness of cryptocurrencies: a time-frequency approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 47(3), pages 793-814, September.
    2. Hung, Jui-Cheng & Liu, Hung-Chun & Yang, J. Jimmy, 2020. "Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    3. María de la O González & Francisco Jareño & Frank S. Skinner, 2020. "Nonlinear Autoregressive Distributed Lag Approach: An Application on the Connectedness between Bitcoin Returns and the Other Ten Most Relevant Cryptocurrency Returns," Mathematics, MDPI, vol. 8(5), pages 1-22, May.
    4. Vidal-Tomás, David, 2021. "The entry and exit dynamics of the cryptocurrency market," Research in International Business and Finance, Elsevier, vol. 58(C).
    5. Youssef, Mouna & Waked, Sami Sobhi, 2022. "Herding behavior in the cryptocurrency market during COVID-19 pandemic: The role of media coverage," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    6. Vidal-Tomás, David, 2021. "Transitions in the cryptocurrency market during the COVID-19 pandemic: A network analysis," Finance Research Letters, Elsevier, vol. 43(C).
    7. Nektarios Aslanidis & Aurelio F. Bariviera & Alejandro Perez-Laborda, 2020. "Are cryptocurrencies becoming more interconnected?," Papers 2009.14561, arXiv.org.
    8. Hasan, Mudassar & Naeem, Muhammad Abubakr & Arif, Muhammad & Yarovaya, Larisa, 2021. "Higher moment connectedness in cryptocurrency market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
    9. Stefano Martinazzi & Daniele Regoli & Andrea Flori, 2020. "A Tale of Two Layers: The Mutual Relationship between Bitcoin and Lightning Network," Risks, MDPI, vol. 8(4), pages 1-18, December.
    10. Chu, Jeffrey & Chan, Stephen & Zhang, Yuanyuan, 2023. "An analysis of the return–volume relationship in decentralised finance (DeFi)," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 236-254.
    11. Nagy, Balint Zsolt & Benedek, Botond, 2021. "Higher co-moments and adjusted Sharpe ratios for cryptocurrencies," Finance Research Letters, Elsevier, vol. 39(C).
    12. Mudassar Hasan & Muhammad Abubakr Naeem & Muhammad Arif & Syed Jawad Hussain Shahzad & Xuan Vinh Vo, 2022. "Liquidity connectedness in cryptocurrency market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-25, December.
    13. Wanidwaranan, Phasin & Padungsaksawasdi, Chaiyuth, 2020. "The effect of return jumps on herd behavior," Journal of Behavioral and Experimental Finance, Elsevier, vol. 27(C).
    14. Martin Waltz & Abhay Kumar Singh & Ostap Okhrin, 2022. "Vulnerability-CoVaR: Investigating the Crypto-market," Papers 2203.10777, arXiv.org.
    15. Antonis Ballis & Konstantinos Drakos, 2021. "The explosion in cryptocurrencies: a black hole analogy," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-8, December.
    16. Fan Fang & Carmine Ventre & Michail Basios & Leslie Kanthan & David Martinez-Rego & Fan Wu & Lingbo Li, 2022. "Cryptocurrency trading: a comprehensive survey," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-59, December.
    17. Gil Cohen, 2021. "Trading Cryptocurrencies Using Second Order Stochastic Dominance," Mathematics, MDPI, vol. 9(22), pages 1-10, November.
    18. Sergio Luis Náñez Alonso & Javier Jorge-Vázquez & Miguel Ángel Echarte Fernández & Ricardo Francisco Reier Forradellas, 2021. "Cryptocurrency Mining from an Economic and Environmental Perspective. Analysis of the Most and Least Sustainable Countries," Energies, MDPI, vol. 14(14), pages 1-22, July.
    19. Fan Fang & Carmine Ventre & Michail Basios & Leslie Kanthan & Lingbo Li & David Martinez-Regoband & Fan Wu, 2020. "Cryptocurrency Trading: A Comprehensive Survey," Papers 2003.11352, arXiv.org, revised Jan 2022.
    20. Caferra, Rocco, 2020. "Good vibes only: The crypto-optimistic behavior," Journal of Behavioral and Experimental Finance, Elsevier, vol. 28(C).
    21. Ukpong, Idibekeabasi & Tan, Handy & Yarovaya, Larisa, 2021. "Determinants of industry herding in the US stock market," Finance Research Letters, Elsevier, vol. 43(C).
    22. Jia, Boxiang & Shen, Dehua & Zhang, Wei, 2022. "Extreme sentiment and herding: Evidence from the cryptocurrency market," Research in International Business and Finance, Elsevier, vol. 63(C).
    23. Cascavilla, Alessandro, 2023. "Between money and speculative asset: the role of financial literacy on the perception towards Bitcoin in Italy," MPRA Paper 118472, University Library of Munich, Germany.
    24. Angerer, Martin & Hoffmann, Christian Hugo & Neitzert, Florian & Kraus, Sascha, 2021. "Objective and subjective risks of investing into cryptocurrencies," Finance Research Letters, Elsevier, vol. 40(C).
    25. Kallinterakis, Vasileios & Wang, Ying, 2019. "Do investors herd in cryptocurrencies – and why?," Research in International Business and Finance, Elsevier, vol. 50(C), pages 240-245.
    26. Imran Yousaf & Shoaib Ali & Elie Bouri & Anupam Dutta, 2021. "Herding on Fundamental/Nonfundamental Information During the COVID-19 Outbreak and Cyber-Attacks: Evidence From the Cryptocurrency Market," SAGE Open, , vol. 11(3), pages 21582440211, July.
    27. Bennett, Donyetta & Mekelburg, Erik & Williams, T.H., 2023. "BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing," Research in International Business and Finance, Elsevier, vol. 65(C).
    28. Yousaf, Imran & Yarovaya, Larisa, 2022. "Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets," Finance Research Letters, Elsevier, vol. 50(C).
    29. Zhao, Yuan & Liu, Nan & Li, Wanpeng, 2022. "Industry herding in crypto assets," International Review of Financial Analysis, Elsevier, vol. 84(C).
    30. Corbet, Shaen & Eraslan, Veysel & Lucey, Brian & Sensoy, Ahmet, 2019. "The effectiveness of technical trading rules in cryptocurrency markets," Finance Research Letters, Elsevier, vol. 31(C), pages 32-37.
    31. Andrikopoulos, Panagiotis & Gebka, Bartosz & Kallinterakis, Vasileios, 2021. "Regulatory mood-congruence and herding: Evidence from cannabis stocks," Journal of Economic Behavior & Organization, Elsevier, vol. 185(C), pages 842-864.
    32. Ren, Boru & Lucey, Brian, 2023. "Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model," Energy Economics, Elsevier, vol. 119(C).
    33. Ozkan Haykir & Ibrahim Yagli, 2022. "Speculative bubbles and herding in cryptocurrencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-33, December.
    34. Díaz, Antonio & Esparcia, Carlos & Huélamo, Diego, 2023. "Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
    35. Rubbaniy, Ghulame & Tee, Kienpin & Iren, Perihan & Abdennadher, Sonia, 2022. "Investors’ mood and herd investing: A quantile-on-quantile regression explanation from crypto market," Finance Research Letters, Elsevier, vol. 47(PA).
    36. Papadamou, Stephanos & Kyriazis, Nikolaos A. & Tzeremes, Panayiotis & Corbet, Shaen, 2021. "Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
    37. Uzeyir Aydin & Buc{s}ra Au{g}an & Omer Aydin, 2021. "Herd Behavior in Crypto Asset Market and Effect of Financial Information on Herd Behavior," Papers 2104.00763, arXiv.org.
    38. N. Blasco & P. Corredor & N. Satrústegui, 2022. "The witching week of herding on bitcoin exchanges," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-18, December.
    39. Kołodziejczyk, Hanna, 2023. "Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
    40. David Vidal-Tomás & Ana M. Ibáñez & José E. Farinós, 2021. "The Effect of the Launch of Bitcoin Futures on the Cryptocurrency Market: An Economic Efficiency Approach," Mathematics, MDPI, vol. 9(4), pages 1-14, February.
    41. Rubbaniy, Ghulame & Polyzos, Stathis & Rizvi, Syed Kumail Abbas & Tessema, Abiot, 2021. "COVID-19, Lockdowns and herding towards a cryptocurrency market-specific implied volatility index," Economics Letters, Elsevier, vol. 207(C).
    42. Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis Alberiko & Madigu, Godfrey & Romero-Rojo, Fatima, 2020. "Volatility persistence in cryptocurrency markets under structural breaks," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 680-691.
    43. Nikolaos A. Kyriazis, 2021. "The Nexus of Sophisticated Digital Assets with Economic Policy Uncertainty: A Survey of Empirical Findings and an Empirical Investigation," Sustainability, MDPI, vol. 13(10), pages 1-25, May.
    44. Kumar, Ashish & Badhani, K.N. & Bouri, Elie & Saeed, Tareq, 2021. "Herding behavior in the commodity markets of the Asia-Pacific region," Finance Research Letters, Elsevier, vol. 41(C).

  15. David Vidal-Tomás & Ana M. Ibáñez & José E. Farinós, 2019. "Weak efficiency of the cryptocurrency market: a market portfolio approach," Applied Economics Letters, Taylor & Francis Journals, vol. 26(19), pages 1627-1633, November.

    Cited by:

    1. OlaOluwa S. Yaya & Ahamuefula E. Ogbonna & Robert Mudida & Nuruddeen Abu, 2021. "Market efficiency and volatility persistence of cryptocurrency during pre‐ and post‐crash periods of Bitcoin: Evidence based on fractional integration," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1318-1335, January.
    2. Rasim Özcan & Asad ul Islam KHAN & Sundas Iftikhar, 2024. "Whether The Cr Whether The Crypto Market Is Efficient? E et Is Efficient? Evidence F vidence From Testing The Validity Of The Efficient Market Hypothesis," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 27(1), pages 113-132, March.
    3. Liu, Jian & Julaiti, Jiansuer & Gou, Shangde, 2024. "Decomposing interconnectedness: A study of cryptocurrency spillover effects in global financial markets," Finance Research Letters, Elsevier, vol. 61(C).
    4. Chowdhury, Mohammad Ashraful Ferdous & Abdullah, Mohammad & Masih, Mansur, 2022. "COVID-19 government interventions and cryptocurrency market: Is there any optimum portfolio diversification?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
    5. Brini, Alessio & Lenz, Jimmie, 2024. "Pricing cryptocurrency options with machine learning regression for handling market volatility," Economic Modelling, Elsevier, vol. 136(C).
    6. Ko, Hyungjin & Son, Bumho & Lee, Jaewook, 2024. "Portfolio insurance strategy in the cryptocurrency market," Research in International Business and Finance, Elsevier, vol. 67(PA).
    7. Poddar, Abhishek & Misra, Arun Kumar & Mishra, Ajay Kumar, 2023. "Return connectedness and volatility dynamics of the cryptocurrency network," Finance Research Letters, Elsevier, vol. 58(PB).
    8. David Vidal-Tomás & Ana M. Ibáñez & José E. Farinós, 2021. "The Effect of the Launch of Bitcoin Futures on the Cryptocurrency Market: An Economic Efficiency Approach," Mathematics, MDPI, vol. 9(4), pages 1-14, February.

  16. Vidal-Tomás, David & Ibañez, Ana, 2018. "Semi-strong efficiency of Bitcoin," Finance Research Letters, Elsevier, vol. 27(C), pages 259-265.

    Cited by:

    1. Matkovskyy, Roman & Jalan, Akanksha & Dowling, Michael, 2020. "Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 77(C), pages 150-155.
    2. Marmora, Paul, 2022. "Does monetary policy fuel bitcoin demand? Event-study evidence from emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
    3. Hung, Jui-Cheng & Liu, Hung-Chun & Yang, J. Jimmy, 2020. "Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
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    5. Vidal-Tomás, David, 2021. "The entry and exit dynamics of the cryptocurrency market," Research in International Business and Finance, Elsevier, vol. 58(C).
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