Fundamentalists in the cryptocurrency markets

Po-Keng Cheng

Working Papers from HAL

Abstract: In this study, we apply an interactive agentbased model to investigate fundamentalists and positive-feedback traders behaviors in cryptocurrency markets. Our results suggested that fundamentalists pushed up cryptocurrency prices in some past periods. In addition, the cryptocurrency markets are instable and agitated.

Keywords: Bitcoin; Agent-based model; Noise traders; Fundamentalists; Speculative bubbles; Heavy tails (search for similar items in EconPapers)
Date: 2022-05-25
New Economics Papers: this item is included in nep-pay
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