The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, and “Whale Alerts” on Twitter

Is Bitcoin Really Untethered?

John M. Griffin, Amin Shams · The Journal of Finance · 2020 · 534 citations · Full text

Social Sciences, Economics, Finance +12

Co-explosivity in the cryptocurrency market

Elie Bouri, Syed Jawad Hussain Shahzad, David Roubaud · Finance research letters · 2018 · 365 citations

Social Sciences, Economics, Finance +11

Asymmetric volatility in cryptocurrencies

Dirk G. Baur, Thomas Dimpfl · Economics Letters · 2018 · 343 citations

Business, Economics, Finance +12

On the return-volatility relationship in the Bitcoin market around the price crash of 2013

Elie Bouri, Georges Azzi, Anne Haubo Dyhrberg · Economics · 2017 · 267 citations · Full text

Business, Economics, Finance +17

Duration Dependence in Stock Prices

Asger Lunde, Allan Timmermann · Journal of Business and Economic Statistics · 2004 · 262 citations · Full text

Business, Economics, Finance +14