Advanced Studies of Financial Technologies and Cryptocurrency Markets

by Lukïs Pichl, Cheoljun Eom, Enrico Scalas, Taisei Kaizoji

Overview

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 crypurrency markets. Presenting the latest empirical and theoretical advances, it helps readers gain a better understanding of financial markets and crypurrencies.

Bitcoin was the first crypurrency 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 cypurrencies, and research in the field has grown rapidly. This book presents is a collection of the latest work on crypurrency 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 crypurrency markets.

Product Details

ISBN-13:	9789811544972
Publisher:	Springer Nature Singapore
Publication date:	07/30/2020
Edition description:	1st ed. 2020
Pages:	256
Product dimensions:	6.10(w) x 9.25(h) x (d)

About the Author

Lukas Pichl, International Christian University

Cheoljun Eom, Pusan National University

Enrico Scalas, University of Sussex

Taisei Kaizoji, International Christian University

Table of Contents

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 Crypurrency Fraud Spill in Japan.- Idiosyncratic volatility of the crypurrency.- May Crypto-Currency Impact Real Economy?.- Analysis of Bitcoin Flow and Market Dynamics.- Some Stylized Facts of the Crypurrency Market.- Trading Volume and Return Volatility of Bitcoin Market: Evidence for the Sequential Information.-Arrival Hypothesis.- Ether Crypurrency: Arbitrage and Cointegration for Ether-derived Exchange Rates among CAD, CNY, GBP, EUR, JPY & USD.- Influence of information on the crypto currency market.