#2982. Efficiency in cryptocurrency markets: new evidence

March 2027publication date
Proposal available till 30-05-2025
4 total number of authors per manuscript5500 $

The title of the journal is available only for the authors who have already paid for
Journal’s subject area:
Economics, Econometrics and Finance (all);
Places in the authors’ list:
place 1place 2place 3place 4
FreeFreeFreeFree
2350 $1200 $1050 $900 $
Contract №2982.1 Contract №2982.2 Contract №2982.3 Contract №2982.4
1 place - free (for sale)
2 place - free (for sale)
3 place - free (for sale)
4 place - free (for sale)

Abstract:
The article carried out a comprehensive study of efficiency in the cryptocurrency markets. The results show that, in general, the degree of effectiveness tends to increase over time. Also, while the market for efficiency seems to change over time, the changes in the market for bitcoin, litecoin, and ethereum show a clear trend that goes from less efficient to more efficient.
Keywords:
Adaptive market hypothesis; Cryptocurrencies; Hurst exponent; Market efficiency; Random walk; Variance ratio test

Contacts :
0