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Keywords: GJR-GARCH model
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Journal Articles
Studies in Economics and Finance (2024) 41 (1): 46–63.
Published: 17 May 2023
...Mohamed Shaker Ahmed; Adel Alsamman; Kaouther Chebbi Purpose This paper aims to investigate feedback trading and autocorrelation behavior in the cryptocurrency market. Design/methodology/approach It uses the GJR-GARCH model to investigate feedback trading in the cryptocurrency market...

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