Efficiency of the Brazilian Bitcoin: A DFA Approach

Bitcoin’s evolution has attracted the attention of investors and researchers looking for a better understanding of the efficiency of cryptocurrency markets, considering their prices and volatility. The purpose of this paper is to contribute to this understanding by studying the degree of persistence...

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Bibliographic Details
Main Authors: Derick Quintino, Jessica Campoli, Heloisa Burnquist, Paulo Ferreira
Format: Article
Language:English
Published: MDPI AG 2020-04-01
Series:International Journal of Financial Studies
Subjects:
DFA
Online Access:https://www.mdpi.com/2227-7072/8/2/25