158 citations · 459 across the 31 of their papers we have counts for
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q-fin.ST2021★ 1 cited
Testing macroecological theories in cryptocurrency market: neutral models can not describe diversity patterns and their variation
Edgardo Brigatti, Estevan Augusto Amazonas Mendes
We develop an analysis of the cryptocurrency market borrowing methods and concepts from ecology. This approach makes it possible to identify specific diversity patterns and their v…
q-fin.ST2020★ 11 cited
The leverage effect and other stylized facts displayed by Bitcoin returns
F. N. M. de Sousa Filho, J. N. Silva, M. A. Bertella +1
In this paper, we explore some stylized facts of the Bitcoin market using the BTC-USD exchange rate time series of historical intraday data from 2013 to 2020. Bitcoin presents some…