Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty[J]

FINANCE RESEARCH LETTERS

• 2021(38)
• Bouri, Elie Gupta, Rangan

Return equicorrelation in the cryptocurrency market: Analysis and determinants[J]

FINANCE RESEARCH LETTERS

• 2021(38)
• Bouri, Elie Xuan Vinh Vo Saeed, Tareq

Realised volatility connectedness among Bitcoin exchange markets[J]

FINANCE RESEARCH LETTERS

• 2021(38)
• Ji, Qiang Bouri, Elie Kristoufek, Ladislav Lucey, Brian

The profitability of technical trading rules in the Bitcoin market[J]

FINANCE RESEARCH LETTERS

• 2020(34)
• Gerritsen, Dirk F. Bouri, Elie Ramezanifar, Ehsan Roubaud, David

Tail dependence in the return-volume of leading cryptocurrencies[J]

FINANCE RESEARCH LETTERS

• 2020(36)
• Naeem, Muhammad Bouri, Elie Boako, Gideon Roubaud, David

Cryptocurrencies and the downside risk in equity investments[J]

FINANCE RESEARCH LETTERS

• 2020(33)
• Bouri, Elie Lucey, Brian Roubaud, David

The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages[J]

FINANCE RESEARCH LETTERS

• 2020(33)
• Bouri, Elie Lucey, Brian Roubaud, David

Co-explosivity in the cryptocurrency market[J]

FINANCE RESEARCH LETTERS

• 2019(29)
• Bouri, Elie Shahzad, Syed Jawad Hussain Roubaud, David

Bitcoin price volume: A multifractal cross-correlation approach[J]

FINANCE RESEARCH LETTERS

• 2019(31)
• El Alaoui, Marwane Bouri, Elie Roubau, David

Herding behaviour in cryptocurrencies[J]

FINANCE RESEARCH LETTERS

• 2019(29)
• Bouri, Elie Gupta, Rangan Roubaud, David