Does transaction activity predict Bitcoin returns? Evidence from quantile-on-quantile analysis
Liya Hau, Huiming Zhu, Muhammad Shahbaz, Wuqin Sun
Topics & Concepts
QuantileQuantile regressionEconometricsDatabase transactionPredictive powerEconomicsEmpirical evidenceCryptocurrencyTransaction costEquity (law)Financial economicsComputer scienceFinancePhilosophyProgramming languageComputer securityEpistemologyLawPolitical scienceBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityFinancial Markets and Investment Strategies