749 citations
- Jiahua Xu2 profiles8 · h 17
- Nikhil Vadgama2 profiles6 · h 6
- Paolo Tasca3 profiles5 · h 20
- A. Bracci2 · h 7
- Andrea Baronchelli2 · h 44
- Juan Ignacio Ibañez2 profiles2 · h 8
- Matthieu Nadini2 · h 10
- Simon Cousaert2 · h 3
- Walter Hernandez Cruz2 profiles2 · h 5
- A. Capossele1 · h 14
- Adri'an S'anchez-Momp'o1 · h 2
- Aftab Khan1 · h 3
- University College LondonGB12 papers
- Imperial College LondonGB5 papers
- École Polytechnique Fédérale de LausanneCH2 papers
- Exponent (United States)US2 papers
- Newcastle UniversityGB2 papers
- Turing InstituteGB2 papers
- University of OxfordGB2 papers
- Adler PlanetariumUS1 paper
- Alexandra Institute (Denmark)DK1 paper
- Atos (Spain)ES1 paper
- Bronx Health LinkUS1 paper
- Brookhaven National LaboratoryUS1 paper
Showing q-fin.STShow all
2 papers · 1 filter
q-fin.ST2022★ 18 cited
Dependency structures in cryptocurrency market from high to low frequency
Antonio Briola, Tomaso Aste
We investigate logarithmic price returns cross-correlations at different time horizons for a set of 25 liquid cryptocurrencies traded on the FTX digital currency exchange. We study…
q-fin.ST2022★ 100 cited
Heterogeneous rarity patterns drive price dynamics in NFT collections
Amin Mekacher, Alberto Bracci, Matthieu Nadini +4
We quantify Non Fungible Token (NFT) rarity and investigate how it impacts market behaviour by analysing a dataset of 3.7M transactions collected between January 2018 and June 2022…