A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets
This study conducts a systematic survey on whether the pricing behavior of cryptocurrencies is predictable. Thus, the Efficient Market Hypothesis is rejected and speculation is feasible via trading. We center interest on the Rescaled Range (R/S) and Detrended Fluctuation Analysis (DFA) as well as ot...
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| Format: | Article |
| Language: | English |
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MDPI AG
2019-04-01
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| Series: | Journal of Risk and Financial Management |
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| Online Access: | https://www.mdpi.com/1911-8074/12/2/67 |