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J. Risk Financial Manag. 2021, 14, 440 14 of 15 Data Availability Statement: Publicly available datasets were analyzed in this study. This data can be found here: https://finance.yahoo.com (accessed on 1 September 2020) and http://mba. tuck.dartmouth.edu/pages/faculty/ken.french/Data_Library/det_30_ind_port.html (accessed on 1 September 2020). Conflicts of Interest: The authors declare no conflict of interest. Notes 1 2 References Al-Khazali, Osamah, Bouri Elie, and David Roubaud. 2018. The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin. Economics Bulletin 38: 373–82. Balcilar, Mehmet, Elie Bouri, Rangan Gupta, and David Roubaud. 2017. Can volume predict Bitcoin returns and volatility? A quantiles-based approach. Economic Modelling 64: 74–81. [CrossRef] Balcombe, Kelvin, and Iain Fraser. 2017. Do bubbles have an explosive signature in markov switching models? Economic Modelling 66: 81–100. [CrossRef] Bariviera, Aurelio F. 2017. 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[CrossRef] Maasoumi, Esfandiar, and Jeff Racine. 2002. Entropy and predictability of stock market returns. Journal of Econometrics 107: 291–312. [CrossRef] Naeem, Muhammad Abubakr, Saba Qureshi, Mobeen Ur Rehman, and Faruk Balli. 2021. COVID-19 and cryptocurrency market: Evidence from quantile connectedness. Applied Economics, 1–27. [CrossRef] Nakayama, Ken, and Gerald H. Silverman. 1986. Serial and parallel processing of visual feature conjunctions. Nature 320: 264–65. [CrossRef] [PubMed] Osterrieder, Joerg, and Julian Lorenz. 2017. A statistical risk assessment of Bitcoin and its extreme tail behavior. Annals of Financial Economics 12: 1750003. [CrossRef] Pichl, Lukas, and Taisei Kaizoji. 2017. Volatility analysis of bitcoin. Quantitative Finance and Economics 1: 474–85. [CrossRef] Renyi, Alfred. 1961. On measures of entropy and information. In Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability. Volume 1: Contributions to the Theory of Statistics. Oakland, California: University of California Press; pp. 547–61. Renyi, Alfred. 1970. On the number of endpoints of a k-tree. Studia Scientiarum Mathematicarum Hungarica 5: 5–10. https://finance.yahoo.com (accessed on 1 September 2020) http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/Data_Library/det_30_ind_port.html (accessed on 1 September 2020)PDF Image | Contrasting Cryptocurrencies with Other Assets
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