63 citations · 63 across the 2 of their papers we have counts for
2 papers
q-fin.PM2020
Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies
Alla Petukhina, Simon Trimborn, Wolfgang Karl Härdle +1
Cryptocurrencies (CCs) have risen rapidly in market capitalization over the last years. Despite striking price volatility, their high average returns have drawn attention to CCs as…
q-fin.TR2020★ 63 cited
Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies
Alla A. Petukhina, Raphael C. G. Reule, Wolfgang Karl Härdle
This research analyses high-frequency data of the cryptocurrency market in regards to intraday trading patterns related to algorithmic trading and its impact on the European crypto…