Digital Finance

Volume 6, Issue 2

June 2024

5 articles in this issue

Cryptocurrency spillovers and correlations: inefficiency and co-movement
Dirk G. Baur
Lai T. Hoang
Research 13 December 2023 Pages: 203 - 224
Automated market makers: mean-variance analysis of LPs payoffs and design of pricing functions
Philippe Bergault
Louis Bertucci
Olivier Guéant
Original Article 27 December 2023 Pages: 225 - 247
StockTwits classified sentiment and stock returns
Marc-Aurèle Divernois
Damir Filipović
Original Article Open access 29 December 2023 Pages: 249 - 281
Optimal trade execution in cryptocurrency markets
Nils Bundi
Ching-Lin Wei
Khaldoun Khashanah
Original Article Open access 24 January 2024 Pages: 283 - 318
Regime switching and causal network analysis of cryptocurrency volatility: evidence from pre-COVID and post-COVID analysis
Parthajit Kayal
Sumanjay Dutta
Original Article 05 February 2024 Pages: 319 - 340