比特币和主要加密货币价格的实证分析

Isik Akin, H. Şatıroğlu
{"title":"比特币和主要加密货币价格的实证分析","authors":"Isik Akin, H. Şatıroğlu","doi":"10.5750/jpm.v16i3.1949","DOIUrl":null,"url":null,"abstract":"Cryptocurrency is a relatively new phenomenon that is attracting a lot of interest. On the one hand, it is built on a brand-new technology whose full potential has yet to be realised. On the other hand, it performs similar services to other, more traditional assets, at least in its current form. The development of theoretical models of cryptocurrencies has received a lot of academic attention. Many elements have been mentioned in the theoretical literature on cryptocurrencies as potentially important in cryptocurrencies' pricing. The cryptocurrencies with a market value of over $100m between 01/01/2018 and 12/05/2021 have been selected for this research. Time series analysis has been done to investigate the price relationship between cryptocurrencies. The results pointed out as major cryptocurrencies' prices are linked to Bitcoin prices.","PeriodicalId":352536,"journal":{"name":"The Journal of Prediction Markets","volume":"83 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2023-02-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Empirical Analysis of Bitcoin and Major Cryptocurrencies Prices\",\"authors\":\"Isik Akin, H. Şatıroğlu\",\"doi\":\"10.5750/jpm.v16i3.1949\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Cryptocurrency is a relatively new phenomenon that is attracting a lot of interest. On the one hand, it is built on a brand-new technology whose full potential has yet to be realised. On the other hand, it performs similar services to other, more traditional assets, at least in its current form. The development of theoretical models of cryptocurrencies has received a lot of academic attention. Many elements have been mentioned in the theoretical literature on cryptocurrencies as potentially important in cryptocurrencies' pricing. The cryptocurrencies with a market value of over $100m between 01/01/2018 and 12/05/2021 have been selected for this research. Time series analysis has been done to investigate the price relationship between cryptocurrencies. The results pointed out as major cryptocurrencies' prices are linked to Bitcoin prices.\",\"PeriodicalId\":352536,\"journal\":{\"name\":\"The Journal of Prediction Markets\",\"volume\":\"83 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2023-02-17\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"The Journal of Prediction Markets\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.5750/jpm.v16i3.1949\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"The Journal of Prediction Markets","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.5750/jpm.v16i3.1949","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0

摘要

加密货币是一种相对较新的现象,吸引了很多人的兴趣。一方面,它建立在一种全新的技术上,其全部潜力尚未实现。另一方面,它提供与其他更传统的资产类似的服务,至少以目前的形式是这样。加密货币理论模型的发展受到了学术界的广泛关注。关于加密货币的理论文献中提到了许多因素,这些因素对加密货币的定价可能很重要。本研究选择了2018年1月1日至2021年5月12日期间市值超过1亿美元的加密货币。对加密货币之间的价格关系进行了时间序列分析。该结果指出,主要加密货币的价格与比特币价格相关。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Empirical Analysis of Bitcoin and Major Cryptocurrencies Prices
Cryptocurrency is a relatively new phenomenon that is attracting a lot of interest. On the one hand, it is built on a brand-new technology whose full potential has yet to be realised. On the other hand, it performs similar services to other, more traditional assets, at least in its current form. The development of theoretical models of cryptocurrencies has received a lot of academic attention. Many elements have been mentioned in the theoretical literature on cryptocurrencies as potentially important in cryptocurrencies' pricing. The cryptocurrencies with a market value of over $100m between 01/01/2018 and 12/05/2021 have been selected for this research. Time series analysis has been done to investigate the price relationship between cryptocurrencies. The results pointed out as major cryptocurrencies' prices are linked to Bitcoin prices.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
自引率
0.00%
发文量
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信