1.

Record Nr.

UNINA9910411924203321

Titolo

Advanced Studies of Financial Technologies and Cryptocurrency Markets / / edited by Lukáš Pichl, Cheoljun Eom, Enrico Scalas, Taisei Kaizoji

Pubbl/distr/stampa

Singapore : , : Springer Singapore : , : Imprint : Springer, , 2020

ISBN

981-15-4498-0

Edizione

[1st ed. 2020.]

Descrizione fisica

1 online resource (256 pages) : illustrations

Disciplina

339

Soggetti

Schools of economics

Macroeconomics

International finance

Statistics 

Economic theory

Heterodox Economics

Macroeconomics/Monetary Economics//Financial Economics

International Finance

Statistics for Business, Management, Economics, Finance, Insurance

Economic Theory/Quantitative Economics/Mathematical Methods

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di contenuto

Trader behavior in FX market -- The effects of information reliability on financial market -- Property price distributions of Taiwan and the UK -- Phase transition in estimation of parameters of low default portfolio -- A Cryptocurrency Fraud Spill in Japan -- Idiosyncratic volatility of the cryptocurrency -- May Crypto-Currency Impact Real Economy? -- Analysis of Bitcoin Flow and Market Dynamics -- Some Stylized Facts of the Cryptocurrency Market -- Trading Volume and Return Volatility of Bitcoin Market: Evidence for the Sequential Information.-Arrival Hypothesis -- Ether Cryptocurrency: Arbitrage and Cointegration for Ether-derived Exchange Rates among CAD, CNY, GBP, EUR, JPY & USD -- Influence of information on the crypto currency market.

Sommario/riassunto

This book shows that research contributions from different fields—



finance, economics, computer sciences, and physics—can provide useful insights into key issues in financial and cryptocurrency markets. Presenting the latest empirical and theoretical advances, it helps readers gain a better understanding of financial markets and cryptocurrencies. Bitcoin was the first cryptocurrency to use a peer-to-peer network to prevent double-spending and to control its issue without the need for a central authority, and it has attracted wide public attention since its introduction. In recent years, the academic community has also started gaining interest in cyptocurrencies, and research in the field has grown rapidly. This book presents is a collection of the latest work on cryptocurrency markets and the properties of those markets. This book will appeal to graduate students and researchers from disciplines such as finance, economics, financial engineering, computer science, physics and applied mathematics working in the field of financial markets, including cryptocurrency markets.