The adaptive market hypothesis in the high frequency cryptocurrency market[J] INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS 2019(64) Chu, Jeffrey Zhang, Yuanyuan Chan, Stephen
High frequency momentum trading with cryptocurrencies[J] RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE 2020(52) Chu, Jeffrey Chan, Stephen Zhang, Yuanyuan
Bitcoin versus high-performance technology stocks in diversifying against global stock market indices[J] PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2021(580) Chu, Jeffrey Chan, Stephen Zhang, Yuanyuan
The generalised hyperbolic distribution and its subclass in the analysis of a new era of cryptocurrencies: Ethereum and its financial risk[J] PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2019(526) Zhang, Yuanyuan Chu, Jeffrey Chan, Stephen Chan, Brandon
Stylised facts for high frequency cryptocurrency data[J] PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2019(513) Zhang, Yuanyuan Chan, Stephen Chu, Jeffrey Nadarajah, Saralees
The adaptive market hypothesis of Decentralized finance (DeFi)[J] APPLIED ECONOMICS Zhang, Yuanyuan Chan, Stephen Chu, Jeffrey Shih, Shou-hsing
