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Strategic complementarity in games
The lattice-theoretic approach has had a significant impact in all fields of economics, being progressively incorporated into the …
Xavier Vives, Xiaoyang Li
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A principal component-guided sparse regression approach for the determination of bitcoin returns
We examine the significance of fourty-one potential covariates of bitcoin returns for the period 2010–2018 (2872 daily observations). …
Theodore Panagiotidis, Thanasis Stengos, Xiaoyang Li
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The effects of markets, uncertainty and search intensity on bitcoin returns
We review the literature and examine the effects of shocks on bitcoin returns. We assess the effects of factors such as stock market …
Theodore Panagiotidis, Thanasis Stengos, Xiaoyang Li
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Asymmetric social distance effects in the ultimatum game
We argue that in the ultimatum game the effects of altruistic behavior and reciprocity vary more in the spectrum of positively compared …
Xiaoyang Li, Kyriakos Konstantinou
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On the determinants of bitcoin returns: A LASSO approach
We examine the significance of twenty-one potential drivers of bitcoin returns for the period 2010–2017 (2533 daily observations). …
Theodore Panagiotidis, Thanasis Stengos, Xiaoyang Li
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