Finance Research Letters

Finance Research Letters

金融研究快报

  • 2区 中科院分区
  • Q1 JCR分区

高引用文章

文章名称 引用次数
Datestamping the Bitcoin and Ethereum bubbles 71
Bitcoin, gold and the US dollar - A replication and extension 60
Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation 60
Time-varying long-term memory in Bitcoin market 43
Herding behaviour in cryptocurrencies 37
Semi-strong efficiency of Bitcoin 36
Regime changes in Bitcoin GARCH volatility dynamics 33
The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies 33
What can explain the price, volatility and trading volume of Bitcoin? 32
On the determinants of bitcoin returns: A LASSO approach 29
Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets 29
Co-explosivity in the cryptocurrency market 28
The way to induce private participation in green finance and investment 28
Does gold or Bitcoin hedge economic policy uncertainty? 27
Trading volume and the predictability of return and volatility in the cryptocurrency market 26
The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test 23
Measuring the interdependence between investor sentiment and crude oil returns: New evidence from the CFTC's disaggregated reports 22
Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis 22
Oil price fluctuation, stock market and macroeconomic fundamentals: Evidence from China before and after the financial crisis 20
The relationship between financial development and economic growth during the recent crisis: Evidence from the EU 20
Google searches and stock market activity: Evidence from Norway 19
China's crude oil futures: Introduction and some stylized facts 19
Portfolio diversification across cryptocurrencies 19
Are cryptocurrencies connected to forex? A quantile cross-spectral approach 19
Herding in the cryptocurrency market: CSSD and CSAD approaches 19
A bibliometric analysis on green finance: Current status, development, and future directions 17
Some improved sparse and stable portfolio optimization problems 17
What determines bitcoin exchange prices? A network VAR approach 17
Dynamic volatility spillovers and connectedness between global, regional, and GIPSI stock markets 17
Volatility co-movement between Bitcoin and Ether 17
Institutional quality and FDI inflows in Arab economies 16
Informed trading in the Bitcoin market 16
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis 16
The effectiveness of technical trading rules in cryptocurrency markets 16
Asymmetric dependence between economic policy uncertainty and stock market returns in G7 and BRIC: A quantile regression approach 16
Oil prices, exchange rates and stock markets under uncertainty and regime-switching 16
Cryptocurrency-portfolios in a mean-variance framework 15
Bayesian change point analysis of Bitcoin returns 15
Systematic risk in cryptocurrency market: Evidence from DCC-MGARCH model 15
Financial inclusion and stability in MENA: Evidence from poverty and inequality 15
Media attention and Bitcoin prices 14
Do cryptocurrencies and traditional asset classes influence each other? 14
When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin 14
The impact of liquidity risk on the yield spread of green bonds 14
Bank lending behavior in emerging markets 14
Are shocks on the returns and volatility of cryptocurrencies really persistent? 14
The relationship between Bitcoin returns and trade policy uncertainty 14
Bitcoin as a safe haven: Is it even worth considering? 13
Volatility jumps: The role of geopolitical risks 13
Economic policy uncertainty, risk and stock returns: Evidence from G7 stock markets 13