55 citations · 116 across the 3 of their papers we have counts for
3 papers
What is mature and what is still emerging in the cryptocurrency market?
Stanisław Drożdż, Jarosław Kwapień, Marcin Wątorek
In relation to the traditional financial markets, the cryptocurrency market is a recent invention and the trading dynamics of all its components are readily recorded and stored. Th…
Multifractal cross-correlations of bitcoin and ether trading characteristics in the post-COVID-19 time
Marcin Wątorek, Jarosław Kwapień, Stanisław Drożdż
Unlike price fluctuations, the temporal structure of cryptocurrency trading has seldom been a subject of systematic study. In order to fill this gap, we analyse detrended correlati…
Cryptocurrency Market Consolidation in 2020--2021
Jarosław Kwapień, Marcin Wątorek, Stanisław Drożdż
Time series of price returns for 80 of the most liquid cryptocurrencies listed on Binance are investigated for the presence of detrended cross-correlations. A spectral analysis of…