Informational efficiency of Bitcoin—An extension

C-Tier

Journal: Economics Letters

Year: 2018

Volume: 163

Issue: C

Pages: 106-109

Authors (4)

Tiwari, Aviral Kumar (Indian Institute of Management...) Jana, R.K. (not in RePEc) Das, Debojyoti (not in RePEc) Roubaud, David (Montpellier Business School)

Score contribution per author:

0.251 = (α=2.01 / 4 authors) × 0.5x C-tier

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

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Abstract

We revisit the issue of informational efficiency of Bitcoin using a battery of computationally efficient long-range dependence estimators for a period spanning over July 18, 2010 to June 16, 2017. We report that the market is informational efficient as consistent to recent findings of Urquhart (2016), Nadarajah and Chu (2017) and Bariviera (2017).

Informational efficiency of Bitcoin—An extension

Authors (4)

Abstract

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