Evidence map›Paper›PMID 38293515›Full record

ArticleHeliyon2024

The impact of index futures crash risk on bitcoin futures returns and volatility.

Chia-Hsien Tang, Yen-Hsien Lee, Ya-Ling Huang, You-Xuan Liu

Erratum issuedOpen access · goldAbstract read
PubMed Full text at PMC Publisher
In one paragraph

Article in Heliyon, 2024. The graph could read no effect estimate from its abstract, so it casts no vote on the map. An erratum has been issued. Not yet cited in PubMed.

0numbers the graph read from it
0cells of the map it votes in
0citing papers in PubMed
0.8field-weighted citation impact, top 28% of its field
1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

0 citing papers in PubMed, 1 citations in OpenAlex.

No citing paper in PubMed yet.

4 · The record

Corrections and comments

5 · Who and what money

Authors and funding

4 authors at 2 institutions in 1 country.

Chia-Hsien TangEconomics and Management Department, Guangxi Minzu Normal University, Chongzuo, Guangxi, China.
Yen-Hsien LeeCollege of Business, Department of Finance, Chung Yuan Christian University, Taiwan.
Ya-Ling HuangDepartment of Golden-Ager Industry Management, Chaoyang University of Technology, Taiwan.
You-Xuan LiuCollege of Business, Department of Finance, Chung Yuan Christian University, Taiwan.
Chung Yuan Christian University · TWChaoyang University of Technology · TW

Funding

No grant is acknowledged in the PubMed record.

6 · The paper itself

Abstract

This study examines the relationship between E-mini S&P 500 futures' crash risk and Bitcoin futures' returns and volatility using data from 2017 to 2021. While E-mini S&P 500's crash risk doesn't significantly influence Bitcoin returns, it correlates with its volatility, especially during events like the COVID-19 pandemic and U.S. elections. Furthermore, as global and emerging market indices rise, Bitcoin futures volatility decreases, suggesting its role as a hedging tool. These findings are pivotal for investors aiming to construct informed trading strategies, leverage Bitcoin futures as a hedging asset during economic instability, and keep tabs on traditional market indicators like E-mini S&P 500 crash risk for anticipating fluctuations in Bitcoin futures.

Indexed as

Bitcoin futuresCOVID-19Crash riskIndex futuresReturns volatility

Identifiers

PMID38293515
PMCPMC10825442
OpenAlexW4390667171

What OpenQuestion holds

Textmetadata
LicenceCC BY
Read underepoch 390

Registered trials

None linked

Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.