Work

The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average

Year: 2018

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2018.07.032

Authors: Wei Zhang, Pengfei Wang, Xiao Li, Dehua Shen

Institutions: Tianjin University, Nankai University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Young Elite Scientists Sponsorship Program by Tianjin, Fundamental Research Funds for the Central Universities

Awards: G1956066688, G2582079444, G4817227781, G6388577360, G8603992204

OpenAlex ID: W2884995041

FWCI: 26.13

Cites: 85

Cited by: 167

Related to: 10