Market efficiency of cryptocurrency: evidence from the Bitcoin market

This study examines whether the Bitcoin market satisfies the (weak-form) efficient market hypothesis using a quantum harmonic oscillator, which provides the state-specific probability density functions that capture the superimposed Gaussian and non-Gaussian states of the log return distribution. Con...

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Detalles Bibliográficos
Autores principales: Yi, Eojin, Yang, Biao, Jeong, Minhyuk, Sohn, Sungbin, Ahn, Kwangwon
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group UK 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10036534/
https://www.ncbi.nlm.nih.gov/pubmed/36959223
http://dx.doi.org/10.1038/s41598-023-31618-4

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10036534/
https://www.ncbi.nlm.nih.gov/pubmed/36959223
http://dx.doi.org/10.1038/s41598-023-31618-4

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