Price discovery in fiat currency and cryptocurrency markets

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 16.8K citations

Empirical Finance, Volatility Modeling, Economics +13

Bitcoin: A Peer-to-Peer Electronic Cash System

Spongebob Squarepants · SSRN Electronic Journal · 2008 · 11.2K citations · Full text

Fintech, Engineering, Blockchain Protocol +7

On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?

Elie Bouri, Péter Molnár, Georges Azzi et al. · Finance research letters · 2016 · 1.4K citations

Fintech, Hedge Fund, Safe Haven Properties +7

Estimation of Common Long-Memory Components in Cointegrated Systems

Jesús Gonzalo, Clive W. J. Granger · Journal of Business and Economic Statistics · 1995 · 1.3K citations

Cointegrated System, Analyze Cointegration, Engineering +15

Trading and arbitrage in cryptocurrency markets

Igor Makarov, Antoinette Schoar · Journal of Financial Economics · 2019 · 705 citations

Economics, Financial Economics, Asset Pricing +6