This paper uses a unique dataset of 120 regulatory events from five classes to test the
relevance of the regulatory framework for cryptocurrency value. Time-series market-wide …

Financial markets are useful indicators of public beliefs and dispersed knowledge on future
outcomes and policy efficiency, especially in periods of uncertainty. 51 national stock …

In this article, an event studies approach is utilised to assess the influence of 51% attacks on
proof-of-work cryptocurrency prices. The study uses an exhaustive sample of 14 individual …

This paper discovers a distinct calendar anomaly on the US stock market associated with the
Groundhog Day prognostication tradition across 1928–2021. There are significant positive …

This paper is the first to rigorously test commonly cited simplistic theories of cryptocurrency
pricing, namely, cost-based model and Metcalfe’s law, using causal inferences from the …

This study applies Fama-French-style factor loading analysis to cryptocurrency financial
performance data to determine the originality of 32 reportedly novel consensus algorithms (“…

This study applies Benford’s law to detect anomalies in county-level vote data for the 2020
US presidential election. Most prominent distribution violations are observed with Republican …

In this study, a mathematical model of proof-of-work cryptocurrency valuation is developed
based on the concepts of simultaneous equilibria in two mining games, the purchasing power …

This study proposes a novel instrumental variable construction procedure based on
international trade concentration that has a sufficiently strong first stage for exchange rate policy …

In this article we develop a fairly simple mathematical model of a competitive consumer loan
market. Given the market deposit rate and the structure of the public’s time preference it …