341 citations · 3k across the 78 of their papers we have counts for
4 papers · 1 filter
Characteristics of price related fluctuations in Non-Fungible Token (NFT) market
Paweł Szydło, Marcin Wątorek, Jarosław Kwapień +1
A non-fungible token (NFT) market is a new trading invention based on the blockchain technology which parallels the cryptocurrency market. In the present work we study capitalizati…
Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components
Marcin Wątorek, Maria Skupień, Jarosław Kwapień +1
This paper investigates the temporal patterns of activity in the cryptocurrency market with a focus on Bitcoin, Ethereum, Dogecoin, and WINkLink from January 2020 to December 2022.…
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…
Cryptocurrencies Are Becoming Part of the World Global Financial Market
Marcin Wątorek, Jarosław Kwapień, Stanisław Drożdż
In this study the cross-correlations between the cryptocurrency market represented by the two most liquid and highest-capitalized cryptocurrencies: bitcoin and ethereum, on the one…