Advanced Studies of Financial Technologies and Cryptocurrency Markets

This book shows that research contributions from different fieldsfinance, economics, computer sciences, and physicscan provide useful insights into key issues in financial and cryptocurrency markets. Presenting the latest empirical and theoretical advances, it helps readers gain a better understanding of financial markets and cryptocurrencies.

Bitcoin was the first cryptocurrency to use a peer-to-peer network to prevent double-spending and to control its issue without the need for a central authority, and it has attracted wide public attention since its introduction. In recent years, the academic community has also started gaining interest in cyptocurrencies, and research in the field has grown rapidly. This book presents is a collection of the latest work on cryptocurrency markets and the properties of those markets.

This book will appeal to graduate students and researchers from disciplines such as finance, economics, financial engineering, computer science, physics and applied mathematics working in the field of financial markets, including cryptocurrency markets.

Illustrates how studies on cryptocurrencies are becoming influential in the literature on finance Presents insights into cryptocurrency markets to help readers gain an understanding of the future of financial markets Explains how understanding financial markets has huge policy implications for avoiding financial disaster

Autorentext

Lukas Pichl, International Christian University
Cheoljun Eom, Pusan National University
Enrico Scalas, University of Sussex
Taisei Kaizoji, International Christian University

Klappentext

This book shows that research contributions from different fields finance, economics, computer sciences, and physics can provide useful insights into key issues in financial and cryptocurrency markets. Presenting the latest empirical and theoretical advances, it helps readers gain a better understanding of financial markets and cryptocurrencies. Bitcoin was the first cryptocurrency to use a peer-to-peer network to prevent double-spending and to control its issue without the need for a central authority, and it has attracted wide public attention since its introduction. In recent years, the academic community has also started gaining interest in cyptocurrencies, and research in the field has grown rapidly. This book presents is a collection of the latest work on cryptocurrency markets and the properties of those markets. This book will appeal to graduate students and researchers from disciplines such as finance, economics, financial engineering, computer science, physics and applied mathematics working in the field of financial markets, including cryptocurrency markets.

Inhalt

Trader behavior in FX market.- The effects of information reliability on financial market.- Property price distributions of Taiwan and the UK.- Phase transition in estimation of parameters of low default portfolio.- A Cryptocurrency Fraud Spill in Japan.- Idiosyncratic volatility of the cryptocurrency.- May Crypto-Currency Impact Real Economy?.- Analysis of Bitcoin Flow and Market Dynamics.- Some Stylized Facts of the Cryptocurrency Market.- Trading Volume and Return Volatility of Bitcoin Market: Evidence for the Sequential Information.-Arrival Hypothesis.- Ether Cryptocurrency: Arbitrage and Cointegration for Ether-derived Exchange Rates among CAD, CNY, GBP, EUR, JPY & USD.- Influence of information on the crypto currency market.