The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model[J] FINANCE RESEARCH LETTERS 2021(40) Demir, Ender Simonyan, Serdar Garcia-Gomez, Conrado-Diego Lau, Chi Keung Marco
Trading volume and the predictability of return and volatility in the cryptocurrency market[J] FINANCE RESEARCH LETTERS 2019(29) Bouri, Elie Lau, Chi Keung Marco Lucey, Brian Roubaud, David
The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test[J] FINANCE RESEARCH LETTERS 2019(28) Dastgir, Shabbir Demir, Ender Downing, Gareth Gozgor, Giray Lau, Chi Keung Marco
Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation[J] FINANCE RESEARCH LETTERS 2018(26) Demir, Ender Gozgor, Giray Lau, Chi Keung Marco Vigne, Samuel A.
Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties[J] INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS 2022(81) Elsayed, Ahmed H. Gozgor, Giray Lau, Chi Keung Marco
On the intraday return curves of Bitcoin: Predictability and trading opportunities[J] INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS 2021(76) Bouri, Elie Lau, Chi Keung Marco Saeed, Tareq Wang, Shixuan Zhao, Yuqian
Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets[J] INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS 2020(71) Corbet, Shaen Katsiampa, Paraskevi Lau, Chi Keung Marco
Dynamic connectedness and integration in cryptocurrency markets[J] INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS 2019(63) Ji, Qiang Bouri, Elie Lau, Chi Keung Marco Roubaud, David
Economic Policy Uncertainty in China and Bitcoin Returns: Evidence From the COVID-19 Period[J] FRONTIERS IN PUBLIC HEALTH 2021(9) Chen, Tiejun Lau, Chi Keung Marco Cheema, Sadaf Koo, Chun Kwong
Forecasting Value-at-Risk of Cryptocurrencies with RiskMetrics type models[J] RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE 2020(54) Liu, Wei Semeyutin, Artur Lau, Chi Keung Marco Gozgor, Giray
