No Cover Image

Journal article 1111 views 170 downloads

How is price explosivity triggered in the cryptocurrency markets?

Yuzhi Cai Orcid Logo, Thanaset Chevapatrakul, Danilo V. Mascia

Annals of Operations Research, Volume: 307

Swansea University Author: Yuzhi Cai Orcid Logo

  • 57837.pdf

    PDF | Version of Record

    This article is licensed under a Creative Commons Attribution 4.0 International License.

    Download (761.47KB)
Published in: Annals of Operations Research
ISSN: 0254-5330 1572-9338
Published: Springer Science and Business Media LLC 2021
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa57837
first_indexed 2021-09-10T13:28:15Z
last_indexed 2025-03-18T05:00:06Z
id cronfa57837
recordtype SURis
fullrecord <?xml version="1.0"?><rfc1807><datestamp>2025-03-17T17:19:39.3859328</datestamp><bib-version>v2</bib-version><id>57837</id><entry>2021-09-10</entry><title>How is price explosivity triggered in the cryptocurrency markets?</title><swanseaauthors><author><sid>eff7b8626ab4cc6428eef52516fda7d6</sid><ORCID>0000-0003-3509-9787</ORCID><firstname>Yuzhi</firstname><surname>Cai</surname><name>Yuzhi Cai</name><active>true</active><ethesisStudent>false</ethesisStudent></author></swanseaauthors><date>2021-09-10</date><deptcode>CBAE</deptcode><abstract/><type>Journal Article</type><journal>Annals of Operations Research</journal><volume>307</volume><journalNumber/><paginationStart/><paginationEnd/><publisher>Springer Science and Business Media LLC</publisher><placeOfPublication/><isbnPrint/><isbnElectronic/><issnPrint>0254-5330</issnPrint><issnElectronic>1572-9338</issnElectronic><keywords/><publishedDay>1</publishedDay><publishedMonth>12</publishedMonth><publishedYear>2021</publishedYear><publishedDate>2021-12-01</publishedDate><doi>10.1007/s10479-021-04298-4</doi><url/><notes/><college>COLLEGE NANME</college><department>Management School</department><CollegeCode>COLLEGE CODE</CollegeCode><DepartmentCode>CBAE</DepartmentCode><institution>Swansea University</institution><apcterm/><funders/><projectreference/><lastEdited>2025-03-17T17:19:39.3859328</lastEdited><Created>2021-09-10T14:26:33.1731660</Created><path><level id="1">Faculty of Humanities and Social Sciences</level><level id="2">School of Management - Accounting and Finance</level></path><authors><author><firstname>Yuzhi</firstname><surname>Cai</surname><orcid>0000-0003-3509-9787</orcid><order>1</order></author><author><firstname>Thanaset</firstname><surname>Chevapatrakul</surname><order>2</order></author><author><firstname>Danilo V.</firstname><surname>Mascia</surname><order>3</order></author></authors><documents><document><filename>57837__21582__1bed7f70daa44f4885301e7d1d9ee3cf.pdf</filename><originalFilename>57837.pdf</originalFilename><uploaded>2021-11-18T16:04:43.8868439</uploaded><type>Output</type><contentLength>779745</contentLength><contentType>application/pdf</contentType><version>Version of Record</version><cronfaStatus>true</cronfaStatus><documentNotes>This article is licensed under a Creative Commons Attribution 4.0 International License.</documentNotes><copyrightCorrect>true</copyrightCorrect><language>eng</language><licence>http://creativecommons.org/licenses/by/4.0/</licence></document></documents><OutputDurs/></rfc1807>
spelling 2025-03-17T17:19:39.3859328 v2 57837 2021-09-10 How is price explosivity triggered in the cryptocurrency markets? eff7b8626ab4cc6428eef52516fda7d6 0000-0003-3509-9787 Yuzhi Cai Yuzhi Cai true false 2021-09-10 CBAE Journal Article Annals of Operations Research 307 Springer Science and Business Media LLC 0254-5330 1572-9338 1 12 2021 2021-12-01 10.1007/s10479-021-04298-4 COLLEGE NANME Management School COLLEGE CODE CBAE Swansea University 2025-03-17T17:19:39.3859328 2021-09-10T14:26:33.1731660 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Yuzhi Cai 0000-0003-3509-9787 1 Thanaset Chevapatrakul 2 Danilo V. Mascia 3 57837__21582__1bed7f70daa44f4885301e7d1d9ee3cf.pdf 57837.pdf 2021-11-18T16:04:43.8868439 Output 779745 application/pdf Version of Record true This article is licensed under a Creative Commons Attribution 4.0 International License. true eng http://creativecommons.org/licenses/by/4.0/
title How is price explosivity triggered in the cryptocurrency markets?
spellingShingle How is price explosivity triggered in the cryptocurrency markets?
Yuzhi Cai
title_short How is price explosivity triggered in the cryptocurrency markets?
title_full How is price explosivity triggered in the cryptocurrency markets?
title_fullStr How is price explosivity triggered in the cryptocurrency markets?
title_full_unstemmed How is price explosivity triggered in the cryptocurrency markets?
title_sort How is price explosivity triggered in the cryptocurrency markets?
author_id_str_mv eff7b8626ab4cc6428eef52516fda7d6
author_id_fullname_str_mv eff7b8626ab4cc6428eef52516fda7d6_***_Yuzhi Cai
author Yuzhi Cai
author2 Yuzhi Cai
Thanaset Chevapatrakul
Danilo V. Mascia
format Journal article
container_title Annals of Operations Research
container_volume 307
publishDate 2021
institution Swansea University
issn 0254-5330
1572-9338
doi_str_mv 10.1007/s10479-021-04298-4
publisher Springer Science and Business Media LLC
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
document_store_str 1
active_str 0
published_date 2021-12-01T04:53:42Z
_version_ 1851639278112604160
score 11.089884