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Specific time:
Stream:

Program for stream Contemporary Issues in Cryptocurrency Markets

Monday

Tuesday

Wednesday

Thursday

Thursday, 18:00-19:40

HF-02: Financial econometrics of cryptocurrency markets
Stream: Contemporary Issues in Cryptocurrency Markets
Room: Room 2
Chair(s): Thong Dao

External Uncertainties and Cross-Market Convergence in Bitcoin Markets
Jeremy Cheah, Ming-Chien Sung, Johnnie Johnson, Jinqiang Ye
Herding Intensity and Speed of Adjustment in Virtual Currencies
Thong Dao, Jeremy Cheah, Tapas Mishra, Linzhi Tan
Speed of Adjustment and a Responsiveness Index in Bitcoin Markets
Linzhi Tan, Jeremy Cheah, Tapas Mishra, Thong Dao

Friday

Friday, 16:00-17:40

FE-01: Cryptocurrency Pricing
Stream: Contemporary Issues in Cryptocurrency Markets
Room: Room 1
Chair(s): Jeremy Cheah

The First Step of Pricing Bitcoin: a Model-free Approach
Jinqiang Ye, Jeremy Cheah, Ming-Chien Sung, Johnnie Johnson
Characteristics of Volume and Fluctuation at Specific Times in Bitcoin Trading
Changhoon Lee, JaeHo Myeong, Jae-Hyeon Ahn
PreBit: an NLP enhanced prediction model for Bitcoin price using Twitter
Yanzhao Zou, Dorien Herremans