• Title of article

    Study and Research on the SixYear Process of Bitcoin Price and Return

  • Author/Authors

    Alijani ، Mehrzad - Islamic Azad University, International Finance, Science and Research Branch , Banimahd ، Bahman - Islamic Azad University, Karaj Branch , Madanchi Zaj ، Mehdi - Islamic Azad University, E-campus Branch University

  • Pages
    10
  • From page
    45
  • To page
    54
  • Abstract
    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.
  • Keywords
    Bitcoin , Trend information , Statistical test
  • Journal title
    Advances in Mathematical Finance and Applications
  • Serial Year
    2019
  • Journal title
    Advances in Mathematical Finance and Applications
  • Record number

    2453144