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Bitcoin Poison? Anecdotal Evidence from Bitcoin Miners Revenue
Applied Economics and Finance
View Archive Info| Field | Value | |
| Title |
Bitcoin Poison? Anecdotal Evidence from Bitcoin Miners Revenue
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| Creator |
Spohn, David
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| Description |
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.
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| Publisher |
Redfame Publishing
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| Contributor |
—
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| Date |
2018-06-26
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion Peer-reviewed Article |
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| Format |
application/pdf
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| Identifier |
http://redfame.com/journal/index.php/aef/article/view/3327
10.11114/aef.v5i4.3327 |
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| Source |
Applied Economics and Finance; Vol 5, No 4 (2018); 150-159
2332-7308 2332-7294 |
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| Language |
eng
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| Relation |
http://redfame.com/journal/index.php/aef/article/view/3327/3561
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| Rights |
Copyright (c) 2018 Applied Economics and Finance
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