Browsing Øvrige publikasjoner by Journals "Finance Research Letters"
Now showing items 1-6 of 6
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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) -
Efficiency in the markets of crypto-currencies
(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 ... -
A simple but powerful measure of market efficiency
(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 ... -
Time varying market efficiency in the Brent and WTI crude market
(Peer reviewed; Journal article, 2021) -
Time-varying market efficiency of safe-haven assets
(Peer reviewed; Journal article, 2023) -
Trade volume affects bitcoin energy consumption and carbon footprint
(Peer reviewed; Journal article, 2022)