The test of investors' behavioral bias through the price discovery process in cryptoasset exchange: Transactional-Level Evidence from Thailand

By Roongkiat Ratanabanchuenb, Kanis Saengchote, Voraprapa Nakavachara, Thitiphong Amonthumniyom, Pongsathon Parinyavuttichai, Polpatt Vinaibodee

Published 2023-04-14

Everscope rating

1250.1

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Vector Error Correction Model (VECM). Problem types: Time Series Analysis, Behavioral Analysis.

arXiv:2406.02878 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.