The University of Southampton
University of Southampton Institutional Repository

Bitcoin ambiguity

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
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
ORCID for Di Luo: ORCID iD orcid.org/0000-0001-7405-6347
ORCID for Tapas Mishra: ORCID iD orcid.org/0000-0002-6902-2326
ORCID for Larisa Yarovaya: ORCID iD orcid.org/0000-0002-9638-2917
ORCID for Zhuang Zhang: ORCID iD orcid.org/0000-0001-5369-3144

Catalogue record

Date deposited: 12 Oct 2020 16:30
Last modified: 13 Dec 2021 03:31

Export record

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

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×