RETRACTED: Testing for multiple bubbles in bitcoin markets: A generalized sup ADF test
Tài liệu tham khảo
Ahamed, 2009
Allen, 1999, Bubbles, crisis, and policy, Oxford Rev. Econ. Policy, 15, 9, 10.1093/oxrep/15.3.9
Blanchard, 1982
Bouoiyour, 2015, What does Bitcoin look like?, Ann. Econ. Finance, 16, 449
Bouoiyour, 2015, Is Bitcoin business income or speculative bubble? Unconditional vs. conditional frequency domain analysis, Ann. Financial Econ., 10, 1
Bouoiyour, 2016, What drives bitcoin price?, Econ. Bull., 36, 843
Bradbury, 2013, The problem with Bitcoin, Comput. Fraud Secur., 11, 5, 10.1016/S1361-3723(13)70101-5
Brandvold, 2015, Price discovery on Bitcoin exchanges, J. Int. Financial Markets Inst. Money, 36, 18, 10.1016/j.intfin.2015.02.010
Brenner, 1995, Arbitrage, cointegration, and testing the unbiasedness hypothesis in financial markets, Financial Quant. Anal., 30, 23, 10.2307/2331251
Buchholz, 2012, Bits and bets, information, price volatility, and demand for Bitcoin, Economics, 312
Cheah, 2015, Speculative bubbles in Bitcoin markets?: An empirical investigation into the fundamental value of Bitcoin, Econ. Lett., 130, 32, 10.1016/j.econlet.2015.02.029
Cheung, 2015, Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices, Appl. Econ., 47, 2348, 10.1080/00036846.2015.1005827
Ciaian, 2015, The economics of Bitcoin price formation, Appl. Econ., 48, 1799, 10.1080/00036846.2015.1109038
Cohan, 2013
Crosby, 2016, Blockchain technology: beyond Bitcoin, Appl. Innov., 2, 6
Dale, 2005, Financial markets can go mad: evidence of irrational behaviour during the South Sea Bubble, Econ. Hist. Rev., 58, 233, 10.1111/j.1468-0289.2005.00304.x
Diba, 1988, Explosive rational bubbles in stock prices?, Am. Econ. Rev., 78, 520
Dowd, 2014
Dyhrberg, 2016, Hedging capabilities of bitcoin. Is it the virtual gold?, Finance Res. Lett., 16, 139, 10.1016/j.frl.2015.10.025
Evans, 1989, The fragility of sunspots and bubbles, J. Monetary Econ., 23, 297, 10.1016/0304-3932(89)90053-6
Evans, 1991, Pitfalls in testing for explosive bubbles in asset prices, Am. Econ. Rev., 81, 922
Evans-Pughe, 2012, From megabytes to megabucks [e-currency], Eng. Technol., 7, 59, 10.1049/et.2012.0408
Eyal, 2014, Majority is not enough: Bitcoin mining is vulnerable, International Conference on Financial Cryptography and Data Security, 436
Flood, 1980, Market fundamentals versus price-level bubbles: the first tests, Polit. Econ., 88, 745, 10.1086/260900
Froot, 1989, Intrinsic bubbles: the case of stock prices, Am. Econ. Rev., 81, 1189
Fry, 2016, Negative bubbles and shocks in cryptocurrency markets, Int. Rev. Financial Anal., 47, 343, 10.1016/j.irfa.2016.02.008
Gürkaynak, 2008, Econometric tests of asset price bubbles: taking stock, J. Econ. Surv., 22, 166, 10.1111/j.1467-6419.2007.00530.x
Gaber, 2014, The american real estate bubble − trigger for the biggest financial crisis in the last century, Perspect. Innov. Econ. Bus., 14, 185
Garcia, 2014, The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy, J. R. Soc. Interface, 11, 20140623, 10.1098/rsif.2014.0623
Grinberg, 2011, Bitcoin: an innovative alternative digital currency, Hastings Sci. Technol. Law J., 4, 160
Grinberg, 2012, Bitcoin: an alternative digital currency, Hastings Sci. Technol. Law J., 159
Hall, 1999, Detecting periodically collapsing bubbles: a Markov-switching unit root test, Appl. Econ., 14, 143, 10.1002/(SICI)1099-1255(199903/04)14:2<143::AID-JAE500>3.0.CO;2-X
Homm, 2012, Testing for speculative bubbles in stock markets: a comparison of alternative methods, J. Financial Econ., 10, 198
Kerner, 2014
Kindleberger, 2000, Manias, panics, and crashes: a history of financial crises, Scriblerian Kit-Cats, 32, 379
Kristoufek, 2013, BitCoin meets Google Trends and Wikipedia: quantifying the relationship between phenomena of the internet era, Sci. Rep., 3, 1
Kristoufek, 2014, What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis, PLoS One, 10, e0123923, 10.1371/journal.pone.0123923
Kurihara, 2017, The market efficiency of bitcoin: a weekly anomaly perspective, J. Appl. Finance Bank., 7, 57
Lammerding, 2012, Speculative bubbles in recent oil price dynamics: evidence from a Bayesian Markov-switching state-space approach, Energy Econ., 36, 491, 10.1016/j.eneco.2012.10.006
Lucas, 1978, Asset prices in an exchange economy, Econometrica: J. Econ. Soc., 46, 1429, 10.2307/1913837
MacDonell, 2014
Nakamoto, 2008
Pavlidis, 2012
Phillips, 1988, Testing for a unit root in time series regression, Biometrika, 75, 335, 10.1093/biomet/75.2.335
Phillips, 2011, Dating the timeline of financial bubbles during the subprime crisis, Quant. Econ., 2, 455, 10.3982/QE82
Phillips, 2011
Phillips, 2011, Explosive behavior in the 1990 Nasdaq: when did exuberance escalate asset values, Int. Econ. Rev., 52, 201, 10.1111/j.1468-2354.2010.00625.x
Phillips, 2012
Phillips, 2013
Plassaras, 2013, Regulating digital currencies: bringing Bitcoin within the reach of the IMF, Chicago J. Int. Law, 14, 377
Ponsford, 2015, A comparative analysis of Bitcoin and other decentralised virtual currencies: legal regulation in the people's republic of China, Canada, and the United States, Hong Kong J. Legal Stud., 9, 29
Reinhart, 2009
Richardson, 2014, Currency kings, Entrepreneur, 42, 40
Satter, 2013
Shi, 2011
Shiller, 1984, Stock prices and social dynamics, Brook. Pap. Econ. Activity, 2, 457, 10.2307/2534436
Shiller, 2005
Stokes, 2012, Virtual money laundering: the case of Bitcoin and the linden dollar, Inf. Commun. Technol. Law, 21, 221, 10.1080/13600834.2012.744225
Swartz, 2014, Bursting the Bitcoin bubble: the case to regulate digital currency as a security or commodity, Tulane J. Technol. Intell. Prop., 17, 319
Tirole, 1982, On the possibility of speculation under rational expectations, Econometrica, 50, 1163, 10.2307/1911868
Tirole, 1985, Asset bubbles and overlapping generations, Econometrica, 53, 1499, 10.2307/1913232
Tsukerman, 2015, The block is hot: a survey of the state of Bitcoin regulation and suggestions for the future, Berkeley Technol. Law J., 30, 11
Williams, 2014, Virtual currencies–Bitcoin risk
Wu, 2014, The value of Bitcoin in enhancing the efficiency of an investor’s portfolio, J. Financial Plann., 27, 44
Yermack, 2014
van Wijk, 2013