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The effect of the launch of bitcoin futures on the cryptocurrency market: an economic efficiency approach

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The effect of the launch of bitcoin futures on the cryptocurrency market: an economic efficiency approach

dc.contributor.author	Vidal Tomás, David
dc.contributor.author	Ibáñez Escribano, Ana María
dc.contributor.author	Farinós Viñas, José Emilio
dc.date.accessioned	2022-04-29T12:05:59Z
dc.date.available	2022-04-30T04:45:06Z
dc.date.issued	2021	es_ES
dc.identifier.citation	Vidal-Tomás D, Ibáñez AM, Farinós JE. The Effect of the Launch of Bitcoin Futures on the Cryptocurrency Market: An Economic Efficiency Approach. Mathematics. 2021; 9(4):413.	es_ES
dc.identifier.uri	https://hdl.handle.net/10550/82466
dc.description.abstract	We analyze the economic efficiency of the cryptocurrency market after the launch of Bitcoin futures by means of the Data Envelopment Analysis and Malmquist Indexes. Our results show that the introduction of Bitcoin futures did not affect the economic efficiency of the cryptocurrency market. However, we observe that Bitcoin obtained the highest risk-return trade-off due to its liquidity compared to the rest of cryptocurrencies. Therefore, our paper underlines the support of investors on Bitcoin to the detriment of the rest of cryptocurrencies.	es_ES
dc.language.iso	en	es_ES
dc.subject	dea	es_ES
dc.subject	malmquist index	es_ES
dc.subject	cryptocurrency	es_ES
dc.subject	risk-return trade-off	es_ES
dc.subject	economic efficiency	es_ES
dc.title	The effect of the launch of bitcoin futures on the cryptocurrency market: an economic efficiency approach	es_ES
dc.type	journal article	es_ES
dc.subject.unesco	UNESCO::CIENCIAS ECONÓMICAS	es_ES
dc.identifier.doi	10.3390/math9040413	es_ES
dc.accrualmethod	S	es_ES
dc.embargo.terms	0 days	es_ES