Reversion and location trends in the bitcoin market
by Dominic Lewinski; Yiming Yang; Zhongxue Chen; Guoyi Zhang
International Journal of Data Science (IJDS), Vol. 4, No. 4, 2019

Abstract: The cryptocurrency market is different from traditional markets due to its unique property, which allows global trading around the clock. It is of interest to investigate if some traditional stock market phenomena still exist in the cryptocurrency markets. In this research, we studied the application of the 75% reversion rule in cryptocurrency markets. Using local linear regression, we identified active markets at certain time and location, and examined government regulations and news' influence on the cryptocurrency markets.

Online publication date: Sat, 22-Feb-2020

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