A Study of Trading Behavior in Cryptocurrency Markets

論文翻譯標題: 加密貨幣市場投資者行為之研究
  • 王 馨平

學生論文: Master's Thesis

摘要

This study discusses investors’ behavior and compares several characteristics of cryptocurrencies markets to general equity markets The findings show that (1) cryptocurrency returns are significantly related to Internet era The searching volume of Google search engine presents a stronger influence than Baidu (2) Legalization of cryptocurrencies has significantly positive impact on the trading volume of cryptocurrencies (3) Cryptocurrency investors would do less investing during weekends (4) Bitcoin investors will do more investments in holidays (4) Volatility clustering phenomenon exists in both cryptocurrencies markets and general equity markets but the asymmetric effect of volatility does not exist in cryptocurrency markets which represents that the influence of good news and bad news for cryptocurrencies markets are identical
獎項日期2018 六月 25
原文English
監督員Li-Kai Liao (Supervisor)

引用此

A Study of Trading Behavior in Cryptocurrency Markets
馨平, 王. (Author). 2018 六月 25

學生論文: Master's Thesis