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Table 1 Comparative analysis of the average daily price amplitude in different financial markets. Source: Caporale and Plastun (2018a)

From: Bitcoin fluctuations and the frequency of price overreactions

Asset Market 2014 (%) 2015 (%) 2016 (%) 2017 (%) Average (%)
EURUSD FOREX 0.6 1.1 0.8 0.6 0.8
Dow-Jones Industrial Stock market 0.8 1.2 1.0 0.5 0.9
CSI300   1.5 3.0 1.5 0.9 1.8
Gold Commodities 1.3 1.4 1.5 0.9 1.3
Oil   1.8 3.9 3.9 2.1 2.9
BitCoin Cryptocurrency 5.0 4.2 2.4 6.3 5.1
LiteCoin   6.6 6.4 2.9 9.6 7.3
Dash   22.0 9.0 7.1 11.3 12.1
Ripple   7.1 4.2 3.2 12.7 7.3
  1. This table presents the average daily price amplitude in different financial markets. The first column specifies the asset being analysed; the second column identifies the type of the financial market; the third, the fourth, the fifth and the sixth columns show the average daily price amplitude estimates for 2014, 2015, 2016 and 2017, respectively; the seventh column shows average daily price amplitude estimates over the period 2014–2017