Fundamentalists in the cryptocurrency markets

被引：2
|
作者：
Cheng, Po-Keng [1 ]
Lin, Chinho [2 ]
机构：
[1] Natl Taipei Univ, Dept Finance & Cooperat Management, New Taipei, Taiwan
[2] Feng Chia Univ, Dept Econ, Taichung 407102, Taiwan
来源：
APPLIED ECONOMICS LETTERS | 2024年 / 31卷 / 06期
关键词：
Bitcoin; agent-based model; noise traders; fundamentalists; speculative bubbles; BITCOIN; INEFFICIENCY; SENTIMENT;
D O I：
10.1080/13504851.2022.2140104
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
In this study, we apply an interactive agent-based model to investigate fundamentalists and positive-feedback traders behaviours in cryptocurrency markets. Our results suggested that fundamentalists pushed up cryptocurrency prices in some past periods. In addition, the cryptocurrency markets are unstable and agitated.
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页码：535 / 544
页数：10
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