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dc.contributor.advisorZakamulin, Valeriy
dc.contributor.authorGreibrok, Åmund
dc.contributor.authorJohansen, Jone
dc.date.accessioned2023-08-05T16:23:45Z
dc.date.available2023-08-05T16:23:45Z
dc.date.issued2023
dc.identifierno.uia:inspera:148324416:92413384
dc.identifier.urihttps://hdl.handle.net/11250/3082734
dc.descriptionFull text not available
dc.description.abstractIn recent times economists have tried to understand the cryptocurrency market in more detail. The cryptocurrency market has gathered widespread interest not only due to the financial gains made by several people but also due to blockchain technology. There have been several scientific studies conducted to understand the cryptocurrency market and this thesis aims to provide its readers with additional information. This thesis will cover a well-known economic phenomenon called seasonality. In particular, the seasonality effect within the cryptocurrency market through various economic methods to see whether there is any effect or not. The seasonality effects tested for are the Halloween effect, the January effect, the Monday effect, the Turn-of-the-month effect and the Weekend effect. The results show evidence of the Turn of-the-month effect and no evidence for the other effects.
dc.description.abstract
dc.language
dc.publisherUniversity of Agder
dc.titleThe seasonality in the cryptocurrency market
dc.typeMaster thesis


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