Journal article
The Inefficiency of Litecoin: A Dynamic Analysis
Journal of quantitative economics : journal of the Indian Econometric Society, v 17(2), pp 447-457
01 Jun 2019
Abstract
We analyze the informational efficiency of Litecoin using computationally efficient and robust estimators of long-range dependence for a sample period spanning over April 28, 2013 to November 27, 2017. We show evidence of market inefficiency. However, some short periods with negligible inefficiency are also observed. We also find evidence of multifractality of Litecoin returns.
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Details
- Title
- The Inefficiency of Litecoin: A Dynamic Analysis
- Creators
- R. K. Jana - Indian Institute of Management RaipurAviral Kumar Tiwari - Montpellier Business SchoolShawkat Hammoudeh - Drexel University
- Publication Details
- Journal of quantitative economics : journal of the Indian Econometric Society, v 17(2), pp 447-457
- Publisher
- Springer Nature
- Number of pages
- 11
- Resource Type
- Journal article
- Language
- English
- Academic Unit
- Economics (School of Economics)
- Web of Science ID
- WOS:000538600900012
- Scopus ID
- 2-s2.0-85101809847
- Other Identifier
- 991019167734704721
InCites Highlights
Data related to this publication, from InCites Benchmarking & Analytics tool:
- Collaboration types
- Domestic collaboration
- International collaboration
- Web of Science research areas
- Economics