Bitcoin Poison? Anecdotal Evidence from Bitcoin Miners Revenue
| Dublin Core | PKP Metadata Items | Metadata for this Document | |
| 1. | Title | Title of document | Bitcoin Poison? Anecdotal Evidence from Bitcoin Miners Revenue |
| 2. | Creator | Author's name, affiliation, country | David Spohn; United States |
| 3. | Subject | Discipline(s) | |
| 3. | Subject | Keyword(s) | |
| 4. | Description | Abstract | This paper explores the predictive qualities of Bitcoin Miners Revenue on Bitcoin Returns. Using data on Bitcoin in the cryptocurrency market from July 1, 2010 to February 20, 2018, we reflect intervariable correlations not previously examined. We analyze those relationships with a conditional regression analysis adjusting for calendar effects. We separate the sample, and use the last 17 trading days (month) to test a strategy based on the probability of Bitcoin Returns moving higher. After a slight modification to the logistic regression analysis, we find a profitable trading strategy exists based solely on Bitcoin Miners Revenue and the probability of Bitcoin Returns moving higher. |
| 5. | Publisher | Organizing agency, location | Redfame Publishing |
| 6. | Contributor | Sponsor(s) | |
| 7. | Date | (YYYY-MM-DD) | 2018-06-26 |
| 8. | Type | Status & genre | Peer-reviewed Article |
| 8. | Type | Type | |
| 9. | Format | File format | |
| 10. | Identifier | Uniform Resource Identifier | https://www.redfame.com/journal/index.php/aef/article/view/3327 |
| 10. | Identifier | Digital Object Identifier (DOI) | https://doi.org/10.11114/aef.v5i4.3327 |
| 11. | Source | Title; vol., no. (year) | Applied Economics and Finance; Vol 5, No 4 (2018) |
| 12. | Language | English=en | en |
| 13. | Relation | Supp. Files | |
| 14. | Coverage | Geo-spatial location, chronological period, research sample (gender, age, etc.) | |
| 15. | Rights | Copyright and permissions |
Copyright (c) 2018 Applied Economics and Finance |