From: Artificial neural network analysis of the day of the week anomaly in cryptocurrencies
Daily return | ||||||||
---|---|---|---|---|---|---|---|---|
 | All-Day | Mon | Tue | Wed | Thurs | Fri | Sat | Sun |
Bitcoin | Â | Â | Â | Â | Â | Â | Â | Â |
N | 1611 | 231 | 230 | 230 | 230 | 230 | 230 | 230 |
Min | − 0.4647 | − 0.1740 | 0.1846 | − 0.1481 | − 0.4647 | − 0.1096 | − 0.1135 | − 0.10615 |
Max | 0.1718 | 0.1718 | 0.1600 | 0.1198 | 0.1671 | 0.1448 | 0.1218 | 0.11993 |
Mean | 0.0005 | 0.0019 | − 0.0008 | 0.0028 | − 0.0049 | 0.0031 | 0.0030 | − 0.0016 |
Std. Deviation | 0.0397 | 0.0441 | 0.0399 | 0.0409 | 0.0518 | 0.0370 | 0.0272 | 0.0325 |
Skewness | − 1.070 | 0.062 | − 0.494 | − 0.215 | − 2.992 | 0.290 | 0.168 | − 0.521 |
Kurtosis | 13.486 | 2.319 | 3.549 | 1.745 | 27.062 | 1.867 | 4.084 | 2.632 |
Ethereum | Â | Â | Â | Â | Â | Â | Â | Â |
N | 1611 | 231 | 230 | 230 | 230 | 230 | 230 | 230 |
Min | − 0.5507 | − 0.1789 | − 0.2038 | − 0.3174 | − 0.5507 | − 0.1598 | − 0.1467 | − 0.1699 |
Max | 0.2307 | 0.2256 | 0.1449 | 0.1294 | 0.1734 | 0.1702 | 0.1153 | 0.2307 |
Mean | 0.0005 | − 0.0006 | − 0.0008 | 0.0015 | − 0.0065 | 0.0031 | 0.0065 | 0.0009 |
Std. Deviation | 0.0512 | 0.0540 | 0.0504 | 0.0548 | 0.0638 | 0.0481 | 0.0369 | 0.0462 |
Skewness | − 1.063 | 0.002 | − 0.328 | − 1.172 | − 2.761 | 0.088 | − 0.155 | − 0.081 |
Kurtosis | 10.636 | 2.219 | 2.132 | 5.138 | 23.175 | 1.579 | 2.241 | 4.443 |
Cardano | Â | Â | Â | Â | Â | Â | Â | Â |
N | 1611 | 231 | 230 | 230 | 230 | 230 | 230 | 230 |
Min | − 0.5037 | − 0.1925 | − 0.2174 | − 0.3011 | − 0.5037 | − 0.1551 | − 0.1447 | − 0.1457 |
Max | 0.3221 | 0.2351 | 0.1856 | 0.3221 | 0.2455 | 0.2652 | 0.2156 | 0.1697 |
Mean | − 0.0001 | − 0.0035 | − 0.0014 | 0.0035 | − 0.0105 | 0.0032 | 0.0092 | − 0.0011 |
Std. Deviation | 0.0608 | 0.0601 | 0.0592 | 0.0714 | 0.0719 | 0.0578 | 0.0508 | 0.0489 |
Skewness | − 0.059 | 0.170 | − 0.215 | 0.263 | − 1.042 | 0.815 | 0.894 | − 0.065 |
Kurtosis | 5.237 | 1.434 | 1.627 | 3.784 | 10.375 | 2.436 | 3.121 | 1.051 |