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This paper discusses the dynamics of intraday prices of twelvecryptocurrencies during last months' boom and bust. The importance of thisstudy lies on the extended coverage of the cryptoworld, accounting for morethan 90\% of the total daily turnover. By using the complexity-entropycausality plane, we could discriminate three different dynamics in the dataset. Whereas most of the cryptocurrencies follow a similar pattern, there aretwo currencies (ETC and ETH) that exhibit a more persistent stochasticdynamics, and two other currencies (DASH and XEM) whose behavior is closer to arandom walk. Consequently, similar financial assets, using blockchaintechnology, are differentiated by market participants.

An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers