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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...
| Autores principales: | , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Nature Publishing Group UK
2023
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| Materias: | |
| 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 |