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      Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: an asymmetric multifractal detrended fluctuation analysis 

      Mensi, W.; Lee, Y. -J.; Al-Yahyaee, K.; Şensoy, Ahmet; Yoon, S. -M. (Elsevier, 2019)
      This study examines high-frequency asymmetric multifractality, long memory, and weak-form efficiency for two major cryptocurrencies, namely, Bitcoin (BTC) and Ethereum (ETH), using the asymmetric multifractal detrended ...
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      The effectiveness of technical trading rules in cryptocurrency markets 

      Corbet, S.; Eraslan, V.; Lucey, B.; Şensoy, Ahmet (Elsevier, 2019)
      We analyse various technical trading rules in the form of the moving average-oscillator and trading range break-out strategies to specifically test resistance and support levels and their trading performance using ...

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      Author
      Şensoy, Ahmet (2)
      Al-Yahyaee, K. (1)Corbet, S. (1)Eraslan, V. (1)Lee, Y. -J. (1)Lucey, B. (1)Mensi, W. (1)Yoon, S. -M. (1)KeywordsBitcoin (2)
      Efficient market hypothesis (2)
      Asymmetric MF-DFA method (1)Cryptocurrencies (1)Ethereum (1)Generalized Hurst exponent (1)High frequency trading (1)High-frequency trading (1)Technical analysis (1)... View MoreDate Issued2019 (2)Has File(s)Yes (2)

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