Price discovery of cryptocurrencies: Bitcoin and beyond

C-Tier
Journal: Economics Letters
Year: 2018
Volume: 165
Issue: C
Pages: 58-61

Authors (2)

Brauneis, Alexander (not in RePEc) Mestel, Roland (Karl-Franzens-Universität Graz)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:165:y:2018:i:c:p:58-61
Journal Field
General
Author Count
2
Added to Database
2026-01-26