Table of Contents
J. Risk Financial Manag., Volume 13, Issue 1 (January 2020) – 17 articles
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Cover Story (view full-size image) Cryptocurrencies have increasingly been discussed as alternatives to traditional fiat currencies. [...] Read more. Cryptocurrencies have increasingly been discussed as alternatives to traditional fiat currencies. The market for cryptocurrencies has experienced extremely turbulent conditions in recent times, and we can clearly identify strong bull and bear market phenomena over the past year. In this paper, we utilise algorithms for detecting turnings points to identify both bull and bear phases in high-frequency markets for the three largest cryptocurrencies of Bitcoin, Ethereum, and Litecoin. We also examine the market efficiency and liquidity of the selected cryptocurrencies during these periods using high-frequency data. View this paper.