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- W3204403720 abstract "This article analyzes asymmetric volatility effects for the 20 largest cryptocurrencies and reports a very different asymmetry compared to equity markets: positive shocks increase the volatility by more than negative shocks. We explain this atypical effect for financial assets with trading activity of uninformed noise traders for positive shocks and trading activity of informed traders for negative shocks. The findings are consistent with fear of missing out (FOMO) of uninformed investors and the existence of pump and dump schemes." @default.
- W3204403720 created "2021-10-11" @default.
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- W3204403720 date "2018-01-01" @default.
- W3204403720 modified "2023-09-27" @default.
- W3204403720 title "Asymmetric Volatility in Cryptocurrencies" @default.
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- W3204403720 doi "https://doi.org/10.2139/ssrn.3347617" @default.
- W3204403720 hasPublicationYear "2018" @default.
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