CEU Electronic Theses and Dissertations, 2018
| Author | Nazaruk, Anna |
|---|---|
| Title | Bitcoin 2017: Was there a bubble? |
| Summary | This research examines existence of Bitcoin bubble in the year of 2017 by studying time series data within four main paradigms of the modern bubble theory. All four models suggest that Bitcoin closing price was overstated during the period. The analysis also detects Bitcoin features that could lead to the behavioral bias on the cryptocurrency market. The study suggests that investors’ behavior on the crypto market should be investigated more within behavioral finance. |
| Supervisor | Zawadowski, Adam |
| Department | Economics MA |
| Full text | https://www.etd.ceu.edu/2018/nazaruk_anna.pdf |
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