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Please use this identifier to cite or link to this item: https://digital.lib.ueh.edu.vn/handle/UEH/60755
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dc.contributor.authorCorbet, S.-
dc.contributor.otherCumming, D.J.-
dc.contributor.otherLucey, B.M.-
dc.contributor.otherPeat, M.-
dc.contributor.otherVigne, S.A.-
dc.date.accessioned2020-12-09T06:14:18Z-
dc.date.available2020-12-09T06:14:18Z-
dc.date.issued2020-
dc.identifier.issn0165-1765-
dc.identifier.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-85073921029&doi=10.1016%2fj.econlet.2019.108741&partnerID=40&md5=ebf449af2524d4e9fd58a2a3c961be37-
dc.identifier.urihttp://digital.lib.ueh.edu.vn/handle/UEH/60755-
dc.description.abstractThis paper investigates the financial market effects of recent cybercriminality in cryptocurrency markets. Hacking events are found to increase both the price volatility of the targeted cryptocurrency and broad cross-cryptocurrency correlations. Further, cybercrime events significantly reduce price discovery sourced within the hacked currency relative to other cryptocurrencies. Finally, abnormal returns in the hours prior to the cybercrime event, revert to zero when news is publicly announced.en
dc.formatPortable Document Format (PDF)-
dc.language.isoeng-
dc.publisherElsevier-
dc.relation.ispartofEconomics Letters-
dc.relation.ispartofseriesVol. 191-
dc.rightsElsevier-
dc.subjectBitcoinen
dc.subjectCryptocurrencyen
dc.subjectCybercrimeen
dc.subjectGARCHen
dc.subjectHackingen
dc.subjectPrice volatilityen
dc.titleThe destabilising effects of cryptocurrency cybercriminalityen
dc.typeJournal Articleen
dc.identifier.doihttps://doi.org/10.1016/j.econlet.2019.108741-
ueh.JournalRankingScopus, ISI-
item.languageiso639-1en-
item.cerifentitytypePublications-
item.grantfulltextnone-
item.openairetypeJournal Article-
item.fulltextOnly abstracts-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
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