Informational efficiency of Bitcoin—An extension

Aviral Tiwari, R.K. Jana, Debojyoti Das () and David Roubaud ()

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Abstract: We revisit the issue of informational efficiency of Bitcoin using a battery of computationally efficient long-range dependence estimators for a period spanning over July 18, 2010 to June 16, 2017. We report that the market is informational efficient as consistent to recent findings of Urquhart (2016), Nadarajah and Chu (2017) and Bariviera (2017).

Keywords: Bitcoin; Informational efficiency; Long-range dependence estimators (search for similar items in EconPapers)
Date: 2018-02
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Citations: View citations in EconPapers (118)

Published in Economics Letters, 2018, 163, pp.106-109. ⟨10.1016/j.econlet.2017.12.006⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02091763

DOI: 10.1016/j.econlet.2017.12.006

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