Research in cryptocurrency
Read our latest research published in our Economics & Finance journals
It’s been a decade since the elusive Satoshi Nakamoto published the Bitcoin whitepaper that arguably changed the future of money. At the very least, it unleashed an explosion of technology applications with the potential to disrupt traditional currencies and monetary policies. Blockchain is showing no signs of slowing down and holds promise for solutions to some of the world’s toughest problems.
Transformative change also brings unanticipated challenges. Decentralized, peer-to-peer financial networks face risks such as fraud and suspicious trading, volatile price fluctuations, regulatory uncertainty, and instability. Are emerging cryptocurrencies predictable and secure? Do they have sufficient liquidity? Will they hold value over legacy systems? How vulnerable are they to manipulation and breaches? What are the optimal models? What lies ahead in terms of government intervention?
One thing is certain: leaders must stay on top of rapidly evolving fintech developments to have an impact on how this ecosystem takes shape. Elsevier is proud to be at the forefront of a new field of research that has emerged to address the myriad of financial, technical, regulatory, security and marketplace implications of the new cryptocurrencies. Here you will find the top papers exploring the key innovations, trends, data and events happening in this space.
An investigation into Bitcoin's diversification, hedging and safe-haven properties
Some governments have already tried – researchers consider their chances of success
Investors can explore emerging patters in cryptocurrency markets
Study price explosivity in leading cryptocurrencies
What causes volatility?
Discover more research on cryptocurrency:
- Financial stability and monetary policy issues associated with digital currencies
Journal of Economics and Business
- Price manipulation in the Bitcoin ecosystem
Gandal, N., Hamrick, J.T., Moore, T., Oberman, T.
Journal of Monetary Economics
- Volatility estimation for Bitcoin: A comparison of GARCH models
- Financial regulations and price inconsistencies across Bitcoin markets
Pieters, G., Vivanco, S.
Information Economics and Policy
- CRIX an Index for cryptocurrencies
Trimborn, S., Härdle, W.K.
Journal of Empirical Finance
- On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
Bouri, E., Molnár, P., Azzi, G., Roubaud, D., Hagfors, L.I.
Finance Research Letters
- Taylor effect in Bitcoin time series
Takaishi, T., Adachi, T.
- The economics of Bitcoin and similar private digital currencies
Journal of Financial Stability
- Informed trading in the Bitcoin market
Feng, W., Wang, Y., Zhang, Z.
Finance Research Letters
- Liquidity and market efficiency in cryptocurrencies
- A new look at Cryptocurrencies
Phillip, A., Chan, J., Peiris, S.
- Can volume predict Bitcoin returns and volatility? A quantiles-based approach
Mehmet Balcilar, Elie Bouri, Rangan Gupta, David Roubaud
- Blockchain technology for enhancing supply chain resilience
- Blockchain tokens and the potential democratization of entrepreneurship and innovation
- Initial coin offerings (ICOs) to finance new ventures
Journal of Business Venturing
Submit your paper to the journals mentioned above:
Call for papers: Cryptocurrency Research Conference June 2019
Deadline to submit: 28th February 2019
*2017 Journal Citation Reports® (Clarivate Analytics, 2019)