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Record W4403361069 · doi:10.5539/ijef.v16n11p41

Evaluating the Significance of the Total Value Locked to Market Capitalization Ratio

2024· article· en· W4403361069 on OpenAlexvenueno aff
Konstantinos Pantelidis, Ioannis Karakostas

Bibliographic record

VenueInternational Journal of Economics and Finance · 2024
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicFinancial Reporting and Valuation Research
Canadian institutionsnot available
Fundersnot available
KeywordsCapitalizationValue (mathematics)EconomicsMarket valueMarket capitalizationEconometricsFinancial economicsBusinessStatisticsMathematicsFinanceGeographyPhilosophyStock market

Abstract

fetched live from OpenAlex

This study investigates the impact of the total value locked to market capitalization (T/M) ratio on the returns of four major cryptocurrencies, using daily data spanning from March 2021 to June 2024. Employing a GARCH (Generalized Autoregressive Conditional Heteroskedasticity) model, the analysis reveals a significant negative relationship between the T/M returns and the returns of the corresponding cryptocurrency. In contrast, the T/M ratio differences of peer tokens exhibit a positive relation with the returns of the analyzed cryptocurrency. These findings suggest that the T/M ratio dynamics are crucial in influencing token performance, offering new insights into the interconnected behavior of digital assets within the broader cryptocurrency market.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.562
Threshold uncertainty score0.242

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.044
GPT teacher head0.324
Teacher spread0.280 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2024
Admission routes1
Has abstractyes

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