240 citations · 1k across the 25 of their papers we have counts for
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q-fin.ST2021★ 55 cited
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…
q-fin.ST2021★ 42 cited
Financial Return Distributions: Past, Present, and COVID-19
Marcin Wątorek, Jarosław Kwapień, Stanisław Drożdż
We analyze the price return distributions of currency exchange rates, cryptocurrencies, and contracts for differences (CFDs) representing stock indices, stock shares, and commoditi…