Reference health
On the Drivers of Technical Analysis Profits in Cryptocurrency Markets: A Distributed Lag Approach
1 of 23 checkable references need attention · checked 2026-08-25
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
6 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
References needing attention
marked retracted by the publisher10.1016/j.frl.2018.08.015
RETRACTED: Trading volume and the predictability of return and volatility in the cryptocurrency market
The 22 checked references that resolve
resolves10.1111/j.1540-6261.1992.tb04681.x
Simple Technical Trading Rules and the Stochastic Properties of Stock Returns
resolves10.1016/j.qref.2019.09.011
Fractal dynamics and wavelet analysis: Deep volatility and return properties of Bitcoin, Ethereum and Ripple
resolves10.1016/j.ribaf.2020.101248
Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic
resolves10.1016/j.frl.2019.04.027
The effectiveness of technical trading rules in cryptocurrency markets
resolves10.1016/j.econlet.2018.01.004
Exploring the dynamic relationships between cryptocurrencies and other financial assets
resolves10.1016/j.frl.2018.01.005
Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation
resolves10.2307/1912726
The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis
resolves10.1002/fut.21685
Do Momentum‐Based Trading Strategies Work in the Commodity Futures Markets?
resolves10.1016/j.irfa.2015.01.011
Does data frequency matter for the impact of forward premium on spot exchange rate?
resolves10.1017/CCOL521633230.011
An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis
resolves10.1111/iere.12132
TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500
resolves10.1016/j.intfin.2022.101601
Technical analysis in cryptocurrency markets: Do transaction costs and bubbles matter?
resolves10.1016/j.irfa.2019.02.009
Is Bitcoin a hedge or safe haven for currencies? An intraday analysis
The 6 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedref18
no DOI — not checkedref19
no DOI — not checkedref21
no DOI — not checkedThe effectiveness of the combined use of vix and support vector machines on the prediction of s&p 500
no DOI — not checkedThe asymmetric contagion effect between stock market and cryptocurrency market
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or importance of the work itself, and nothing about references deposited without a DOI.
checked 2026-08-25 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
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