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Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/17194| Title: | Price overreactions in the cryptocurrency market |
| Authors: | Caporale, GM Plastun, A |
| Keywords: | cryptocurrency market;bitcoin;overreaction;momentum;abnormal returns;contrarian strategy;trading robot;trading strategy |
| Issue Date: | 29-Aug-2019 |
| Publisher: | Emerald |
| Citation: | Journal of Economic Studies, 2019, 46(5), pp. 1137 - 1155 |
| URI: | https://bura.brunel.ac.uk/handle/2438/17194 https://www.ifo.de/DocDL/cesifo1_wp6861.pdf https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3113177 https://www.diw.de/documents/publikationen/73/diw_01.c.575916.de/dp1718.pdf |
| DOI: | https://doi.org/10.1108/JES-09-2018-0310 |
| ISSN: | 0144-3585 |
| Appears in Collections: | Dept of Economics and Finance Research Papers |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | 995.34 kB | Adobe PDF | View/Open |
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