Browsing Nord Open Research Archive by Author "Tran, Vu Le"
Tran, Vu Le; Leirvik, Thomas (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 ...
Tran, Vu Le (PhD in Business;no. 82, Doctoral thesis, 2020)
Tran, Vu Le; Leirvik, Thomas (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 ...