Blar i Nord Open Research Archive på tidsskrift "Finance Research Letters"
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COVID-19 pandemic improves market signals of cryptocurrencies–evidence from Bitcoin, Bitcoin Cash, Ethereum, and Litecoin (Peer reviewed; Journal article, 2021)
(Peer reviewed; Journal article, 2019)We show that the level of market-efficiency in the five largest cryptocurrencies is highly time-varying. Specifically, before 2017, cryptocurrency-markets are mostly inefficient. This corroborates recent results on the ...
(Peer reviewed; Journal article, 2019)We construct a simple measure to quantify the level of market efficiency. We apply this measure to investigate the level of market efficiency and analyze its variation over time. The main contribution of the new measure ...
(Peer reviewed; Journal article, 2021)