article Open AccessTop 1% cited
Some stylized facts of the Bitcoin market
Physica A Statistical Mechanics and its Applications · 2017 · Vol. 484 · pp. 82–90
Aurelio F. Bariviera✉(Universidad Rovira i Virgili)María José Basgall(Consejo Nacional de Investigaciones Científicas y Técnicas)Waldo Hasperué(Universidad Nacional de La Plata)Marcelo Naiouf(Universidad Nacional de La Plata)
Complex Systems and Time Series AnalysisTheoretical and Computational PhysicsComplex Network Analysis TechniquesHurst exponentDetrended fluctuation analysisStylized factCryptocurrencyEconometricsRescaled rangeEconophysicsEfficient-market hypothesisEconomicsRange (aeronautics)
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References
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The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient
Physica A Statistical Mechanics and its Applications · 2004 · 400 citations
Dividend yields and expected stock returns
Journal of Financial Economics · 1988 · 3,718 citations
EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*
The Journal of Finance · 1970 · 15,646 citations
Time-dependent Hurst exponent in financial time series
Physica A Statistical Mechanics and its Applications · 2004 · 402 citations
Efficient Capital Markets: A Review of Theory and Empirical Work
The Journal of Finance · 1970 · 13,039 citations
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