Cryptocurrencies, gold, and WTI crude oil market efficiency: a dynamic analysis based on the adaptive market hypothesis

Cryptocurrencies, gold, and WTI crude oil market efficiency: a dynamic analysis based on the adaptive market hypothesis

Abstract This study examined the evolving oil market efficiency by applying daily historical data to the three benchmark cryptocurrencies (Bitcoin, Ethereum, and Ripple), gold, and West Texas Intermediate (WTI) crude oil. The data coverage of daily returns was from August 2015 to April 2019. We appl...

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Bibliographic Details
Main Authors: Majid Mirzaee Ghazani, Mohammad Ali Jafari
Format: Article
Language:English
Published: SpringerOpen 2021-04-01
Series:Financial Innovation
Subjects:
Adaptive market hypothesis
Market efficiency
Cryptocurrency
Evolutionary
Rolling windows
Online Access:https://doi.org/10.1186/s40854-021-00246-0

Internet

https://doi.org/10.1186/s40854-021-00246-0

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