Research and citations

The CCi30 Cryptocurrency Index in the Academic Literature

Researchers use the CCi30 Cryptocurrency Index as a market benchmark, a forecasting target, and a data source. This page lists every located academic work that employs or cites the index: peer-reviewed articles, working papers, theses, and conference papers, with venue, year, and citation counts.

How is the CCi30 used in academic research?

The academic literature applies the CCi30 Cryptocurrency Index in three main roles: as the market portfolio for cryptocurrency asset-pricing tests, as the forecasting target for machine-learning models, and as the benchmark for diversification, hedging, and market-efficiency studies.

  • 172 academic works
  • 3,371 citations combined
  • 139 venues and publishers
  • 2017 to 2026

Index methodology · Daily OHLCV data used in these studies (CSV)

Which journals and venues publish CCi30 research?

Springer journals, Elsevier journals, IEEE and ACM conference proceedings, national finance journals, and university repositories all host CCi30 research. Recurring venues include Financial Innovation, Evolving Systems, Physica A, and Research in International Business and Finance. The list below groups every located work by publication year, newest first, with the citation count reported by Google Scholar at the time of verification.

2026: 8 publications

The multifractal nature of cross-correlations between emerging market equities and financial assetsT. AcikgozComputational Economics (Springer) · 9 citationsUses CCi30State-Dependent Relationship Between Cryptocurrency Returns and Credit SpreadsG. Lee, D. RyuEuropean Financial Management (Wiley) · 5 citationsUses CCi30Nonlinear Dependence Structure Between BRICS Stock Markets, Gold, and CryptocurrenciesJ. YanThe Manchester School (Wiley) · 3 citationsUses CCi30Dependency structure and volatility connectedness among China-ASEAN stock market, crypto, oilH. Zeng, A.D. AhmedFinancial Innovation (Springer) · 2 citationsUses CCi30Dynamic quantile frequency connectedness … football club fan tokens, cryptocurrencies, uncertaintyO. Ozcelebi, R. El Khoury, S.H. KangEmpirical Economics (Springer)Uses market-cap-weighted CCi30 indexAsymmetric effects of monetary policy uncertainty on BRICS stock markets, cryptocurrencies, and oilP. Tong, W. Zhang, T. Xiao, Y. Ma, P. ZhangApplied Economics (Taylor & Francis)Uses CCI30 for digital assetsExploring the Determinants of Crypto Currencies Price: Short and Long-RunC. Karamti, A.K. AbdelmoulaFinance & Economics ReviewCCi30 as market measureFalse-News Triggers As New Manipulation Risk – Bitcoin ETF ApprovalA. Pucher, D. Schiereck, M. BormannAISCCi30 as robustness check index

2025: 21 publications

Connectedness and frequency connection among green bond, cryptocurrency and green energy metalsH. Zeng, Q. Huang, M.Z. Abedin, A.D. AhmedResearch in International Business and Finance (Elsevier) · 65 citationsUses crypto indices incl. CCi30A machine learning based regulatory risk index for cryptocurrenciesX. Ni, T. Xie, W.K. Hardle, X. ZuoComputational Statistics (Springer) · 25 citationsUses CCI30The dynamics between clean energy, green bonds, grain commodities, and cryptocurrenciesR. Wu, J. Yan, C. IsikEconomic Change and Restructuring (Springer) · 14 citationsUses CCi30Inter-Market mean and volatility spillover dynamics between cryptocurrencies and Thai stock marketY. Zhang, S. Lo, D. SutthiphisalRisks (MDPI) · 11 citationsIncludes CCi30 (data from cci30.com)Time-frequency volatility spillovers between CBDC uncertainty and cryptocurrenciesJ. Wan, L. Han, Y. WuFinance Research Letters (Elsevier) · 7 citationsUses CCi30Wisdom of the crowd signals: Predictive power of social media trading signals for cryptocurrenciesF. Haase, T. Celig, O. Rath, D. SchoderElectronic Markets (Springer) · 7 citationsBenchmarks vs CCI30 & S&P500Connectedness between green financial and cryptocurrency markets (TVP-VAR, wavelet VaR)L. Sebai, Y. JaberJ. of Risk and Financial Management (MDPI) · 5 citationsUses CCI30 indexSpillover network of tourism stocks, metaverse, AI, and traditional assetsO. Ozkan, O. Usman, A.L. Komba, G.N. IkeTourism Economics (Sage) · 4 citationsUses CCi30Herding behaviour in the cryptocurrency market: the role of uncertainty and return of classical financial marketsH. Ansari, M. PeymanyStudies in Economics and Finance (Emerald) · 3 citationsUses CCI30 index returnsIntegration or separation? Dynamic relationship between crypto and traditional financeD. Vidal-Tomas, T. AsteFinance Research Letters (Elsevier) · 3 citationsUses CCi30Unveiling dynamic linkages and hedging between Indian sectoral indices and alternative investmentsP. Vairasigamani, S. AmilanRevista Mexicana de Economia y Finanzas · 3 citationsCCI30 from cci30.com as crypto proxyDo Crypto and Equity Go Hand in Hand? G-7 Economies (VECM, Granger)P. Gupta, P. Bhatia, N. MalhotraManagement and Labour Studies (Sage) · 2 citationsUses CCi30Artificial intelligence-based model – key technique for cryptocurrency price predictionM. PaskalevaInt. J. Inf. Technol. Secur. · 2 citationsReferences CCi30Peran mata uang kripto sebagai fasilitas hedging saham (thesis)I. SeptiadiUGMUses CCi30On Risk Pricing and Arbitrage in the CryptomarketF. Jamhamed, F. Martin, F. Rondeau et al.SSRNUses CCi30Impact of Federal Policy Interventions and Strategic Crypto Reserve DesignationD.M. Manohal, S. TS, B.A.V. Nair, M. Kagzi et al.SSRNCCi30 as market portfolio proxyNonlinear Dynamics of Systematic Risk in Cryptocurrency Market: A Multifractal AnalysisT. AcikgozFluctuation and Noise Letters (World Scientific)CCi30 as general market benchmarkA Model for Predicting Cryptocurrency Prices Using Meta-Synthesis MethodsM.D. Jahed, Z. Fathi, G. ZomorrodianBusiness, Marketing, and Finance (BMF)References CCi30A Hybrid Deep Learning Model Enhanced with PSO for Cryptocurrency PredictionA.V. Ramana, S. Behera5th Int. Conf. (IEEE)Cites CCI30 index predictionIntegrating crypto assets into portfolio management (thesis)T. PramelUniv. Catolica PortuguesaStudies CCI30 vs BTC in portfoliosThree Essays on Key Challenges for Modern Banking (dissertation)J. KrettekUniv. DuesseldorfUses CCi30

2024: 31 publications

Blockchain, sport and fan tokensD. Vidal-TomasJ. of Economic Studies (Emerald) · 69 citationsCorrelates CCi30 with Chiliz/fan tokensAre gold and cryptocurrency a safe haven for stocks and bonds? Conventional vs Islamic marketsM. Widjaja, Gaby, S.A.H. HavidzEuropean J. of Management and Business Economics (Emerald) · 41 citationsUses CCI30 indexInvestor sentiment and the holiday effect in the cryptocurrency market: evidence from ChinaP. Zhang, K. Xu, J. Huang, J. QiFinancial Innovation (Springer) · 14 citationsUses CCI30 index returnThe rapid growth of cryptocurrencies: How profitable is trading in digital money?V. ManahovInt. J. of Finance & Economics (Wiley) · 13 citationsProfit persistency for CRIX and CCI30Spillover analysis on NFTs, NFT-affiliated tokens and NFT submarketsK.H. Ho, M. Law, Y. Hou, T.T. ChanFinance Research Letters (Elsevier) · 13 citationsUses CCi30Volatility and dependence in cryptocurrency and financial markets: a copula approachJ. Liu, A. SerletisStudies in Nonlinear Dynamics & Econometrics · 12 citationsUses CCi30A comparative study of bitcoin price prediction pre-Covid19 and whilst-Covid19I. Chatterjee, S. Chakraborti, T. TonoDiscover Analytics (Springer) · 11 citationsReferences CCI30 index relationshipThe Impact of International Conflicts on the Cryptocurrency Market: Israel-PalestineZ.C. ErgunPolitik Ekonomik Kuram · 10 citationsCCI30 as benchmark indexWhen is blockchain worth it? Value and risk drivers of corporate blockchain announcementsT. Rogalski, D. SchiereckElectronic Markets (Springer) · 9 citationsUses CCi30The interdependence structure of cryptocurrencies and Chinese financial assetsT. Gao, H. Wang, D. DuFinance Research Letters (Elsevier) · 8 citationsUses CCi30 (crypto market)An empirical approach and practical framework for a decentralized Ethereum Ecosystem Index (EEI)M.F.A. Gadi, M. Schmidt, N. Ruemmele et al.PeerJ Computer Science · 5 citationsReferences CCI30 performanceThe determinants of prices of fan tokens as a new sports finance toolE. Kanat, E. Oget, F. KayaEge Academic Review · 5 citationsUses CCi30 indexKripto para piyasasi ile kuresel ekonomi politikasi belirsizligi endeksi arasindaki nedensellikN. OzkanMuhasebe ve Finans Incelemeleri Dergisi · 4 citationsCCI30 vs global EPUDeciphering crypto interconnections using a multi-analytical approachZ. DaruwalaInt. J. of Applied Economics, Finance and Accounting · 4 citationsExtends correlation analysis to CCi30Calendar anomalies in NFT coinsZ.C. ErgunEkonomi Politika ve Finans Arastirmalari Dergisi · 2 citationsCCi30 as crypto benchmarkSpillover Volatility Effect Return of Stock, Gold, and Cryptocurrency (Indonesia)F.A. Firdausia, N. NasrudinJ. of Economics and Financial Studies · 2 citationsCCi30 as crypto proxyThe Nature of the Beast: A Study of Crypto VolatilityK. Gosal, G. McMurran, Z. DingSSRN 4954736 · 2 citationsAsymmetric effect for CCI30 indexThe DeFi ecosystem game: Proof-via-simulationsE. HochInt. Conf. on Math. Research for Blockchain (Springer) · 2 citationsCCI-30 Buy & Hold benchmarkThe Impact of Middle East Conflict on Crypto-Market: Palestine-Israel War and BitcoinM. Ebaba, A. KoyInt. J. of Business and Economic Studies · 1 citationsUses CCI30 index for market returnsBitcoin, speculative sentiments and crypto-assets valuationD. TutMPRA · 1 citationsUses CCi30 (launched 2017, top 30)Can cryptocurrency markets be beaten? Calendar anomalies aspectS. Imre, O. OzaydinYonetim ve Ekonomi Arastirmalari Dergisi · 1 citationsCCI30 coin indexRecent Techniques and Algorithms for Cryptocurrencies’ Price Prediction: A Literature ReviewH. Haxhimehmeti, A. BesimiInt. Scientific Conf. (Springer) · 1 citationsReferences CCi30 forecastingFinancial Crimes in Fintech: An Evidence from Cryptocurrency MarketM. Rewal, P. SinghE-banking, Fintech & Financial Crimes (Springer)Uses CCi30 to assess hacks/news impactInvestigating Herding Behavior in The Cryptocurrency Market Post Covid-19L. PuInt. J. of High School ResearchUses cci30 index top-30 dataFinancial Investment Risk Comparison Stock, Gold, and Cryptocurrency (Indonesia)F.A. Firdausia, N. NasrudinJ. of Business and Political EconomyCCi30 from cci30.comHerding Behavior in the Cryptocurrency Market: The Impact of COVID-19 (thesis)L.S.A. CavalcanteUniv. Catolica PortuguesaUses CCi30Cryptocurrency in a Time of Conflict: Russo-Ukrainian War’s Impact on the CCI-30 IndexH. Al-Najjar, D. Al-Najjar, N. Al-Rousan et al.(Conf. on Technology and Business Mgmt, Springer)Studies impact on CCI-30 indexTracking and Sourcing the Risk of Cryptocurrencies (CGRI)X. Guo, K. Guo, S. WangSSRN 4975843Compares CRIX and CCI30Dynamic Linkages between Chinese Financial Market and Global Emerging Markets (thesis)H. ZengRMITUses CCi30Real consequences of non-stationary fundamentals among digital assets (dissertation)K. HauslerHU BerlinUses CCi30A Deep Learning Approach to Predict the Fall of Cryptocurrency Long Before its Actual FallA.T. MeemarXiv:2411.13615Estimates CCi30 (rules-based index)

2023: 19 publications

What drives the popularity of stablecoins? Frequency dynamics of connectedness…B. Let, K. Sobanski, W. Swider, K. WlosikTechnological Forecasting and Social Change (Elsevier) · 71 citationsUses CCi30Online risk-based portfolio allocation on subsets of crypto assets (prototype clustering)L. Lorenzo, J. ArroyoFinancial Innovation (Springer) · 38 citationsCompares to CCI30 market index & buy-holdImpact of liquidity and investors sentiment on herd behavior in cryptocurrency marketS. Bogdan, N. Brmalj, E. MujacevicInt. J. of Financial Studies (MDPI) · 28 citationsUses CCi30An empirical investigation on risk factors in cryptocurrency futuresY. Chi, W. Hao, J. Hu, Z. RanJ. of Futures Markets (Wiley) · 11 citationsUses CCi30Predicting cryptocurrency prices with machine learning algorithms: a comparative analysisH.N. Gudavalli, K.V.R. Kancherla(Working paper) · 9 citationsUses CCi30No cryptocurrency experience required: Managerial characteristics in cryptocurrency fund performanceA. Urquhart, P. WangReview of Corporate Finance (Emerald) · 9 citationsUses CCi30Trampadan kripto paraya (book)H. Gokgoz, T. Kandemir(Book) · 8 citationsReferences CCi30An analysis of volatility and herd behavior among investors in S&P500, Bitcoin, and goldM. Qezelbash, S. Tajdini, F. JafariJ. of Mathematics and Modeling in Finance · 8 citationsUses CCi30Testing for herding in AI-themed cryptocurrencies following the launch of ChatGPTA. Ballis, D. AnastasiouJ. of Financial Data Science · 8 citationsUses CCi30Pemodelan EGARCH Return Saham, Emas, dan CryptocurrencyF.A. Firdausia, N. NasrudinSeminar Nasional Official Statistics · 4 citationsCCi30 from cci30.comKripto para piyasalarinda suru davranislarinin analiziH.T. Akkus, I. Celik, T. KarakayaFinans Ekonomi ve Sosyal Arastirmalar · 3 citationsUses CCI30 indexCryptocurrency volatility: before, during and after Covid-19O. OzaydinNisantasi Univ. Sosyal Bilimler Dergisi · 1 citationsCCI30 from cci30.comIntensification Dimension of Prices Cryptocurrency with Hamiltonian Quantum MechanicsM. Faris, R. Fauzan, N. KomariAsian J. of … (SSRN) · 1 citationsUses CCi30Calendar anomalies in the cryptocurrency markets (dissertation)A. AlmosfiRadboud Univ. · 1 citationsCCI30 as market return indicatorNavigating Uncertainty: Gold, Silver, Oil, Cryptocurrency, and ESG in MENA (thesis)R.Z. SakrAmerican Univ. in Cairo · 1 citationsUses CCi30CLiVi50 – A less Volatile than Bitcoin Cryptocurrency IndexM. Gadi, M.A. SiciliaAIS (AMCIS)Compares CLiVi50 to CCi30Does Herding Behavior Exist in The Cryptocurrency Market?A. MnifSacred Heart Univ.CCi30 as market returnCryptocurrency market herding analysis under different economic environments (thesis, Chinese)Qi-Zhang HuangTamkang Univ. / QUTUses CCI30 index with BTC/ETH/USDT/XRPAssessment of Crypto Market Heterogeneity using Clustering Methods (thesis)H.A.M. Al AhbabiKhalifa Univ.Uses CCI30 index (top 30)

2022: 30 publications

The new crypto niche: NFTs, play-to-earn, and metaverse tokensD. Vidal-TomasFinance Research Letters (Elsevier) · 347 citationsUses CCi30Behavioural finance and cryptocurrenciesA. Ballis, T. VerousisReview of Behavioral Finance (Emerald) · 85 citationsReferences CCi30Applying artificial intelligence in cryptocurrency markets: A surveyR. Amirzadeh, A. Nazari, D. ThiruvadyAlgorithms (MDPI) · 77 citationsReferences CCi30Analysis of the cryptocurrency market using different prototype-based clustering techniquesL. Lorenzo, J. ArroyoFinancial Innovation (Springer) · 54 citationsUses CCI30 to represent marketA dropout weight-constrained recurrent neural network model for forecasting the price of major cryptocurrencies and CCi30 indexI.E. Livieris, S. Stavroyiannis, E. Pintelas, T. Kotsilieris et al.Evolving Systems (Springer) · 44 citationsForecasts CCi30 index valueOutliers and time-varying jumps in the cryptocurrency marketsA. Dutta, E. BouriJ. of Risk and Financial Management (MDPI) · 40 citationsUses broad crypto index (CCi30)Bitcoin price forecasting and trading: data analytics approachesA.H. Al-Nefaie, T.H.H. AldhyaniElectronics (MDPI) · 35 citationsForecasts CCi30 index valueAnalysis of critical events in the correlation dynamics of cryptocurrency marketC.X. NiePhysica A (Elsevier) · 32 citationsCrypto market network incl. CCi30Herding behavior and liquidity in the cryptocurrency marketS. Arsi, K. Guesmi, E. BouriAsia-Pacific J. of Operational Research (World Scientific) · 27 citationsUses CCi30Analyzing diversification benefits of cryptocurrencies through backfill simulationJ.H. KimFinance Research Letters (Elsevier) · 22 citationsUses CCi30Indices on cryptocurrencies: an evaluationK. Hausler, H. XiaDigital Finance (Springer) · 20 citationsEvaluates CCi30 vs HODL5Out-of-sample forecasting of cryptocurrency returnsJ. Yae, G.Z. TianPhysica A (Elsevier) · 19 citationsUses CCi30Cryptocurrencies, correlations, and COVID-19: diversifiers, hedge, or safe haven?B. Lavelle, K.N. Yamamoto, M. KinnenReview of Integrative Business & Economics · 18 citationsTests CCi30 as diversifier/hedge/safe havenObserving cryptocurrencies through robust anomaly scoresG. Bae, J.H. KimEntropy (MDPI) · 10 citationsUses CCi30 index (top 30)Analysis of the relationship between cryptocurrency index (CCi30), BIST 100, and NASDAQ with Granger causality testS. Kendirli, F.Y. Senol, S. ErgenogluQuantrade Journal of Complex Systems · 9 citationsCCi30 vs BIST100 & NASDAQ causalityRevisiting spillovers between investor attention and cryptocurrency markets (noisy ICA and transfer entropy)D. NetoJ. of Economic Asymmetries (Elsevier) · 8 citationsUses CCi30Bitcoin: like a satellite or always hardcore? Core-satellite identificationC.J. Borner, I. Hoffmann, J. Krettek, T. SchmitzJ. of Asset Management (Springer) · 7 citationsUses CCi30Attention to Authority: The behavioural finance of Covid-19M. Burke, J. Fry, S. Kemp, D. WoodhouseFinance Research Letters (Elsevier) · 6 citationsUses CCi30 (crypto returns)Causal linkages among cryptocurrency and emerging market indicesP. Bhatia, P. BediVision (Sage) · 6 citationsCCI30 vs Indian indicesKNN virtual currency price prediction model based on price trend characteristicsW. HuangIEEE 2nd Int. Conf. on Power… · 6 citationsCites CCi30 BP-NN index modelCOVID-19’s Impact on the Cryptocurrency Market and the Digital Economy (book)N. Mansour, S. Ben Salem(Book) · 6 citationsCCI30 index used by crypto fundsMetanomics: adaptive market and volatility behaviour in metaverseA. Shah, A. BahriSSRN 4206410 · 3 citationsCCi30 as crypto market benchmarkOutlook of Digital Currencies and Future Restrictions on CryptocurrenciesQ. Chen, S. Dong, J. Li7th Int. Conf. (Atlantis) · 2 citationsReferences CCi30Dynamic Interdependence and Volatility Connectedness in China-ASEAN Stock, Crypto and OilH. Zeng, A.D. AhmedSSRN · 1 citationsUses CCi30 (data from cci30.com)Neural network training using flower pollination algorithm for bitcoin price predictionE. Kaya(Working paper) · 1 citationsUses CCi30Principal Components Analysis: Impact on Alternative Crypto-CurrenciesN. Haouas, A. SghaierCOVID-19’s Impact on the Crypto Market (IGI-Global)Describes CCi30 characteristicsKrypto moter aksjer. En analyse av risiko og avkastning under Covid-19 (thesis)N.J.F. Tveten, R.J. LarsenOsloMetCrypto risk/return incl. CCi30Research on the relationship between Cryptocurrency and OTC market based on VAR modelR. Han, X. Wang4th Int. Conf. on Economic Management (Atlantis)Cites CCi30 BP-NN prediction modelUnsupervised Crypto Clustering with NLP (thesis)S. ZhangMITRegresses returns on CCi30 indexAr kryptomarknaden effektiv? En eventstudie (thesis)T. Rydle, M. RatajczakKristianstad Univ.Uses CCi30 index

2021: 21 publications

An advanced CNN-LSTM model for cryptocurrency forecastingI.E. Livieris, N. Kiriakidou, S. Stavroyiannis, P. PintelasElectronics (MDPI) · 255 citationsPredicts CCI30 index closing priceSmoothing and stationarity enforcement framework for deep learning time-series forecastingI.E. Livieris, S. Stavroyiannis, L. Iliadis et al.Neural Computing and Applications (Springer) · 59 citationsApplies framework to CCI30Principal component analysis based construction and evaluation of cryptocurrency indexA. Shah, Y. Chauhan, B. ChaudhuryExpert Systems with Applications (Elsevier) · 54 citationsBenchmarks against CCi30Linearity extensions of the market model: a case of the top 10 cryptocurrency prices during pre-COVID-19 and COVID-19S. NeslihanogluFinancial Innovation (Springer) · 35 citationsStudies stochastic behavior of CCI30 indexImpacts of the global pandemic on returns and volatilities of cryptocurrenciesV.K. Rai, V. KumariInt. J. of Accounting, Business and Finance · 19 citationsUses CCi30Cryptocurrency shocksJ. Liu, S. Rahman, A. SerletisThe Manchester School (Wiley) · 18 citationsUses CCi30Measuring Value at Risk using GARCH model – evidence from the cryptocurrency marketC. ObengInt. J. of Entrepreneurial Knowledge · 15 citationsUses CCI30 daily returnsExploring the success factors of security token offeringsJ.H. Beinke, K. Rohde, F. PohlInt. J. of … (World Scientific) · 14 citationsCCI30 index of 30 largest cryptosCryptocurrency price forecasting based on short-term trend KNN modelH. JiangIEEE 3rd Int. Conf. on Civil… · 11 citationsCites cci30 index BP-NN modelPricing Exotic Derivatives for Cryptocurrency Assets – a Monte Carlo PerspectiveM. Alfeus, S. Kannan(Working paper) · 7 citationsPrices exotics on CCI30 indexBitcoin, speculative sentiments… (Financial Economics of Cryptocurrency markets, book/thesis)A. AslanBilkent Univ. (ProQuest) · 4 citationsUses CCI30 from cci30.comCryptocurrencies as Pension Fund Components: Smart Move or Drinking the Kool-Aid?M. Soland, P. SchueffelThe Journal of FinTech (World Scientific) · 3 citationsCCi30 2%/5% portfolio supplementsForecasting Monero prices with a machine learning algorithmZ.C. Ergun, B.K. KarabiyikEskisehir Osmangazi Univ. IIBF Dergisi · 3 citationsUses CCi30Crypto-Asset Pricing Models and Their Efficiency-Dependent Trading StrategiesW.M. TseSSRN · 3 citationsUses CCi30Comparing cryptocurrency indices to traditional indices (thesis)A. KirschHU Berlin · 1 citationsCompares CCi30 to stock indicesApplication of machine learning techniques on cryptocurrency index predictionM.H. JukifliNTU (thesis)Predicts CCi30 price action with MLRodeo or Ascot: which hat to wear at the crypto race? (thesis)K. HauslerHU BerlinCompares Bitwise10, CRIX, CCi30Comparison of crypto-assets market risk proxiesA. Mercik, D. CupriakNauki o FinansachCompares Crypto20, CCI30, CRIX proxiesDynamic Volatility Modelling of Cryptocurrencies Using TVTP Markov Switching (thesis)T.C. Yen(ProQuest)Uses CRIX and CCI30Sovershenstvovanie indeksov kriptovalyutE.R. RyndakovaChelovek. Socium. ObshchestvoDiscusses Bit20, CAMCrypto30, CCI30Price Discovery, Technical Analysis and Weak-form Efficiency: Evidence From Cryptocurrencies (thesis)S. Ismail(ProQuest)Uses CCi30 + constructed index

2020: 13 publications

A critical investigation of cryptocurrency data and analysisC. Alexander, M. DakosQuantitative Finance (Taylor & Francis) · 257 citationsAnalyzes CRIX-CCi30 spread & data qualityAn approach to predict and forecast the price of constituents and index of cryptocurrency using MLR. Chowdhury, M.A. Rahman, M.S. Rahman et al.Physica A (Elsevier) · 205 citationsForecasts CCi30 index & constituentsHerding behavior and cryptocurrency: Market asymmetries, inter-dependency and intra-dependencyR.N.U.D. Jalal, M. Sargiacomo, N.U. Sahar et al.J. of Asian Finance · 77 citationsUses CCI30 index for herding analysisInvesting with Cryptocurrencies – evaluating their potential for portfolio allocation strategiesA. Petukhina, S. Trimborn, W.K. HardlearXiv · 71 citationsUses CCi30Does herding behaviour among traders increase during COVID-19 pandemic?D. Susana, J.K. Kavisanmathi, S. SreejithIFIP Conf. on transfer & diffusion of IT (Springer) · 46 citationsCCI30 index constituentsHerd behaviour in the cryptocurrency market: Fundamental vs. spurious herdingC.W. Senarathne, W. JianguoEuropean J. of Applied Economics · 31 citationsCCi30 crypto index return proxy (data from cci30.com)Machine learning of emerging markets in pandemic times (proceedings intro)A.E. Kiv, P. Hryhoruk, I. Khvostina, V. SolovievaM3E2 2020 Proceedings · 27 citationsCollection incl. CCI30 network studyCorrelation dynamics in the cryptocurrency market based on dimensionality reduction analysisC.X. NiePhysica A (Elsevier) · 22 citationsCrypto market analysis incl. CCi30Complex networks theory and precursors of financial crashesV. Solovieva, A. Tuliakova, A. Hostryk, L. Pichl(Conference) · 20 citationsBuilds multiplex network of CCI30 constituentsK voprosu o primenimosti teorii Markovica pri raspredelenii kriptovalyut…D.A. MalinovskiyEkonomicheskie nauki · 2 citationsMSCI World vs CCI30 in portfolioHow Do Whitepaper Disclosures Influence Investors’ Decisions? Evidence from ICOsJ. Ernstberger, S. RomeikeSSRNUses CCi30Inference and Prediction of Cryptocurrency Market Returns (thesis)E.F. Alarcon ValdezLund Univ.Uses CCi30Machine learning of emerging markets in pandemic timesP. Hryhoruk, I. Khvostina, V. Solovieva(Proceedings, KDPU)Collection incl. CCI30 study

2019: 13 publications

Volatility in the cryptocurrency marketJ. Liu, A. SerletisOpen Economies Review (Springer) · 260 citationsUses CCi30Underpricing in the cryptocurrency world: evidence from initial coin offeringsT.H. Felix, H. von EijeManagerial Finance (Emerald) · 115 citationsUses CCi30The Crypto Encyclopedia: Coins, tokens and digital assets from A to ZP. Schueffel, N. Groeneweg, R. Baldegger(Book) · 46 citationsReferences CCi30Behavioural biases in bitcoin tradingT. HidajatFokus Ekonomi · 41 citationsReferences CCi30Cryptocurrency, Stablecoins and Blockchain: digital money solutions for remittancesR. Kulkarni, L. Schintler, N. Koizumi, J. Olds66th Annual North American … (SSRN) · 23 citationsReferences CCi30Structural change analysis of active cryptocurrency marketC.Y. Tan, Y.B. Koh, K.H. NgarXiv:1909.10679 · 16 citationsCompares CRIX and CCI30 (base 100)Avkastning og risiko i kryptovalutamarkedet (thesis)M. Furseth, A.C.B. OlsenOsloMetCrypto risk/return incl. CCi30Prediction of cryptocurrency index based on BP neural networkY. Li (Li Yinglu)Shichang ZhoukanPredicts CCi30 index via BP NNHot issue markets for initial coin offerings (thesis)O.A. OzkanMETUCCI30 as overall market measureEffectiveness of technical trading strategies on intraday bitcoin markets (thesis)V. TannerLUTBenchmarks vs CCi30Initial Coin Offerings: The Role of Subjective Information in Whitepapers (thesis)J. Zhang(OhioLINK)Uses CCI30 index returns around ICOsTesting Explanatory Risk Factors for Cryptocurrency Returns (dissertation)P. Tonev(Master dissertation)Uses CCi30Optimaalisen kryptovaluutta portfolion allokaatiot eri suhdannesykleissa (thesis)H. LouhistoLUTCCi30 as benchmark index

2018: 9 publications

Herding in crypto-currency marketsT. Ajaz, A.S. KumarAnnals of Financial Economics (World Scientific) · 76 citationsCCI30 as market-return proxyThe cci30 indexI. Rivin, C. ScevolaarXiv:1804.06711 · 15 citationsOriginal CCi30 index paper (author)VCRIX – volatility index for crypto-currencies on the basis of CRIX (thesis)A. KolesnikovaHU Berlin · 10 citationsMentions CCi30 among crypto indexesAn investable crypto-currency indexI. Rivin, C. ScevolaSSRN 3154706 · 7 citationsCCi30 index design paper (author)F5: optimised crypto-currency investment strategiesH. ElendnerWhite paper (F5 Crypto) · 7 citationsDescribes CCI30 value-weighted indexCrypto Currency as an Emerging Investment Instrument: The Missing LinkM. IbrahimSSRN 3144187 · 4 citationsReferences CCi30Time-series momentum in the cryptocurrency market (thesis)N.J. WesselinkErasmus Univ. · 1 citationsUses CCi30Returns to Buying Winners and Selling Losers: A Look at Cryptocurrencies (thesis)D. WalkerClaremont · 1 citationsUses CCi30Exploring the performance enhancing effects of investing with cryptoassets in SA portfolios (thesis)B. WrightUniv. of Cape TownUses CCi30

2017: 1 publication

Cci30 – the crypto currencies indexI. Rivin, C. Scevola, R. Daviscci30.com · 2 citationsOriginal CCi30 methodology (author)

Undated works: 6 publications

Analysis on Performance Comparison Between Cryptocurrency Index 30, LQ45 Index and GoldN.P. SulaemanITBUses CCi30 to measure crypto performanceHerding Behavior in Stock and Cryptocurrency Markets (MBA dissertation)J. RakhmatovBanking and Finance Academy of UzbekistanS&P100 and CCi30 as market proxiesSpeculative bubbles and herding in cryptocurrenciesI. Yagli, O. Haykir(Working paper)Uses CCi30Momentum investing in cryptocurrenciesL. Swinkels(Working paper)Uses CCi30Deep learning-based short-term cryptocurrency price forecasting using LSTM + technical indicatorsY. Celik, I.S. InceInt. J. of Pure and Applied SciencesReferences CCi30 forecastingDiseno y construccion de un indice de criptoactivos, el Bitindex (thesis)A. Voces CuadradoUniv. de LeonReferences CCI30 crypto index

Method and sources

Entries were located through publisher databases. Citation counts change continuously and are reported as found. A work appears on this list when it uses CCi30 index values, constituents, or methodology as data or benchmark, or when it analyzes the index itself. Corrections and additions can be sent through the contact form.