Do clean and dirty cryptocurrencies connect financial assets differently? The perspective of market inefficiency
Kun Duan, Liya Zhang, Andrew Urquhart, Kai Yao, Long Peng
Topics & Concepts
CryptocurrencyInefficiencyEconomicsLinkage (software)ArbitrageFinancial marketFinancial economicsMonetary economicsBusinessFinanceMicroeconomicsComputer scienceComputer securityGeneChemistryBiochemistryBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityComplex Systems and Time Series Analysis