The inefficiency of Bitcoin

C-Tier
Journal: Economics Letters
Year: 2016
Volume: 148
Issue: C
Pages: 80-82

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

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

Abstract

Bitcoin has received much attention in the media and by investors in recent years, although there remains scepticism and a lack of understanding of this cryptocurrency. We add to the literature on Bitcoin by studying the market efficiency of Bitcoin. Through a battery of robust tests, evidence reveals that returns are significantly inefficient over our full sample, but when we split our sample into two subsample periods, we find that some tests indicate that Bitcoin is efficient in the latter period. Therefore we conclude that Bitcoin in an inefficient market but may be in the process of moving towards an efficient market.

Technical Details

RePEc Handle
repec:eee:ecolet:v:148:y:2016:i:c:p:80-82
Journal Field
General
Author Count
1
Added to Database
2026-01-29