Bitcoin ambiguity
Bitcoin ambiguity
We introduce ambiguity in conjunction with risk to explore the relation between ambiguity, risk and Bitcoin returns. The degree of ambiguity can be used to analysis the time series behavior of Bitcoin market. Our results implies that ambiguity plays an important role in the Bitcoin market. We also observed Bitcoin investors show an increasing aversion to ambiguity.
Luo, Di
cc1b0fa7-f630-45dc-ab05-495f9023148f
Mishra, Tapas
218ef618-6b3e-471b-a686-15460da145e0
Yarovaya, Larisa
2bd189e8-3bad-48b0-9d09-5d96a4132889
Zhang, Zhuang
df7b9fa8-04fd-4085-b74d-c9c1506b974e
September 2020
Luo, Di
cc1b0fa7-f630-45dc-ab05-495f9023148f
Mishra, Tapas
218ef618-6b3e-471b-a686-15460da145e0
Yarovaya, Larisa
2bd189e8-3bad-48b0-9d09-5d96a4132889
Zhang, Zhuang
df7b9fa8-04fd-4085-b74d-c9c1506b974e
Luo, Di, Mishra, Tapas, Yarovaya, Larisa and Zhang, Zhuang
(2020)
Bitcoin ambiguity.
Cryptocurrency Research Conference, UK, 2020, , Virtual.
14 - 15 Sep 2020.
Record type:
Conference or Workshop Item
(Paper)
Abstract
We introduce ambiguity in conjunction with risk to explore the relation between ambiguity, risk and Bitcoin returns. The degree of ambiguity can be used to analysis the time series behavior of Bitcoin market. Our results implies that ambiguity plays an important role in the Bitcoin market. We also observed Bitcoin investors show an increasing aversion to ambiguity.
This record has no associated files available for download.
More information
Published date: September 2020
Venue - Dates:
Cryptocurrency Research Conference, UK, 2020, , Virtual, 2020-09-14 - 2020-09-15
Identifiers
Local EPrints ID: 444304
URI: http://eprints.soton.ac.uk/id/eprint/444304
PURE UUID: d12811e4-a3bf-4d57-9dcd-49936096a358
Catalogue record
Date deposited: 12 Oct 2020 16:30
Last modified: 13 Dec 2021 03:31
Export record
Contributors
Author:
Di Luo
Download statistics
Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.
View more statistics