Niranjan Sapkota

University of Vaasa

P.O. Box 700

FIN-65101 Vaasa, FI-65101

Finland

SCHOLARLY PAPERS

9

DOWNLOADS

1,070

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (9)

1.

Blockchain Consensus Protocols, Energy Consumption and Cryptocurrency Prices

Number of pages: 29 Posted: 20 Jun 2019 Last Revised: 27 Nov 2019
Niranjan Sapkota and Klaus Grobys
University of Vaasa and University of Vaasa
Downloads 220 (193,517)
Citation 1

Abstract:

Loading...

Cryptocurrency, Bitcoin, Blockchain, Consensus protocol, Energy efficiency, Momentum

2.

Predicting Cryptocurrency Defaults

Number of pages: 23 Posted: 16 May 2019 Last Revised: 24 Nov 2019
Niranjan Sapkota and Klaus Grobys
University of Vaasa and University of Vaasa
Downloads 185 (226,340)
Citation 1

Abstract:

Loading...

Cryptocurrency, Bitcoin, Bankruptcy, Default, Credit Risk, Linear Discriminant Analysis

3.

On the Stability of Stablecoins

Number of pages: 48 Posted: 04 Mar 2021
University of Vaasa, University of Jyväskylä - Jyväskylä International Macro & Finance Research Group (JyIMaF), Texas A&M University - Department of Finance and University of Vaasa
Downloads 152 (266,967)

Abstract:

Loading...

Bitcoin, financial technology, power laws, spillovers, stablecoins, volatility

4.

Asset Market Equilibria in Cryptocurrency Markets: Evidence from a Study of Privacy and Non-Privacy Coins

Number of pages: 28 Posted: 25 Jun 2019
Niranjan Sapkota and Klaus Grobys
University of Vaasa and University of Vaasa
Downloads 115 (329,518)
Citation 1

Abstract:

Loading...

Cryptocurrency, Bitcoin, Privacy Coins, Non-Privacy Coins, Market Equilibria

5.

Contagion of Uncertainty: Transmission of Risk from the Cryptocurrency Market to the Foreign Exchange Market

Number of pages: 34 Posted: 25 Jun 2019
Klaus Grobys and Niranjan Sapkota
University of Vaasa and University of Vaasa
Downloads 104 (353,008)
Citation 1

Abstract:

Loading...

Cryptocurrency, Bitcoin, Volatility Spillover, Foreign Exchange, G10 Currency

6.

How Much Are We Willing To Lose in Cyberspace? On the Tail Risk of Scam in the Market for Initial Coin Offerings

Number of pages: 22 Posted: 09 Jan 2021
Niranjan Sapkota, Klaus Grobys and Josephine Dufitinema
University of Vaasa, University of Vaasa and University of Vaasa
Downloads 103 (355,235)

Abstract:

Loading...

Crowd funding, Financial technology, Fraud, Initial Coin Offering, Plug-in estimation, Scam.

7.

Fear Sells: Determinants of Fund-Raising Success in the cross-section of Initial Coin Offerings

Number of pages: 71 Posted: 11 May 2021 Last Revised: 06 Oct 2021
Niranjan Sapkota and Klaus Grobys
University of Vaasa and University of Vaasa
Downloads 94 (381,712)

Abstract:

Loading...

Initial Coin Offering (ICO), Natural Language Processing (NLP), Sentiment Dictionaries, Deep Learning, Artificial Neural Networks (ANN)

8.

On the Tail Risk of Cyberattacks in the Bitcoin Market

Number of pages: 21 Posted: 09 Jan 2021
Klaus Grobys, Josephine Dufitinema and Niranjan Sapkota
University of Vaasa, University of Vaasa and University of Vaasa
Downloads 67 (457,133)

Abstract:

Loading...

Bitcoin, Cryptocurrency, Cyberattacks, Financial technology, Extreme-Value-Theory, Dual distribution, Hacking incidents

9.

Equilibrium in Asset Prices: Evidence from Cryptocurrencies

Number of pages: 23 Posted: 25 Jun 2019
Klaus Grobys and Niranjan Sapkota
University of Vaasa and University of Vaasa
Downloads 30 (629,235)

Abstract:

Loading...

Cryptocurrency, Bitcoin, Market Equilibrium, Cointegration