Assessing the predictability of cryptocurrency prices
The predictability of asset prices works against the notion of an efficient market where asset prices reflect all available and relevant information. This paper examined the predictability of Bitcoin and 51 other cryptocurrencies that have been classified into the following five categories: Applicat...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
UUM Press
2021
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Subjects: | |
Online Access: | https://repo.uum.edu.my/id/eprint/28995/1/MMJ%2025%202021%20143-168.pdf https://doi.org/10.32890/mmj2021.25.6 |
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