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study and research on the sixyear process of bitcoin price and return
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نویسنده
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alijani mehrzad ,banimahd bahman ,madanchi zaj mehdi
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منبع
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advances in mathematical finance and applications - 2019 - دوره : 4 - شماره : 1 - صفحه:45 -54
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چکیده
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The purpose of this study, is create a challenge and discussion concerning the existence of information about the bitcoin price and return, which suggests the relationship of information and the strong performance it. the information trends are available at different time periods and the summary data related to the statistical descriptions for the price and return index are also discussed. in this paper we show a significant correlation between the price trend and return in the bitcoin that has been confirmed by various statistical methodology. using statistical tests and reviewing trends and relationships between the variables, planning can be done to invest in it and its performance or inefficiency can be tested. the results of this research shows a significant and positive relationship between the price and return of bitcoin.
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کلیدواژه
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bitcoin ,trend information ,statistical test
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آدرس
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islamic azad university, international finance, science and research branch, college of management and economics, department of finance, ایران, islamic azad university, karaj branch, department of accounting, ایران, islamic azad university, e-campus branchuniversity, e- learning, department of financial management, ایران
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پست الکترونیکی
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madanchi@iauec.ac.ir
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Authors
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