Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies

Published:2020-07-27 Issue:1-2 Volume:27 Page:8-30
ISSN:1351-847X
Container-title:The European Journal of Finance
language:en
Short-container-title:The European Journal of Finance

Author:

Petukhina Alla A.¹,Reule Raphael C. G.¹,Härdle Wolfgang Karl¹²³⁴

Affiliation:

1. School of Business and Economics, Humboldt-Universität zu Berlin, Berlin, Germany

2. School of Business, Singapore Management University, Singapore, Singapore

3. Faculty of Mathematics and Physics, Charles University, Prague, Czech Republic

4. Department of Information Management and Finance, National Chiao Tung University, Taiwan, ROC

Funder

Czech Science Foundation

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous)

Link

https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2020.1789684

Reference35 articles.

1. The influence of Bitcoin on portfolio diversification and design

2. Day-of-the-week effects in emerging stock markets

3. Benedetti, H., and L. Kostovetsky. 2018. “Digital Tulips? Returns to Investors in Initial Coin Offerings.” SSRN. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3182169 (Retrieved 12 February 2020).

4. Borke, L., and W. Härdle. 2018. “Q3-D3-LSA: D3.js and Generalized Vector Space Models for Statistical Computing.” In Handbook of Big Data Analytics, edited by H. Lu, X. Shen, and W. Härdle, 377–424. Berlin, HL; Springer-Verlag. ISBN 978-3-319-18284-1, doi:10.1007/978-3-319-18284-1.

5. The day of the week effect in the cryptocurrency market

Cited by 44 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data;Digital Finance;2024-08-08

2. Cross-exchange crypto risk: A high-frequency dynamic network perspective;International Review of Financial Analysis;2024-07

3. The performance of selected high-frequency trading proxies: An application on Turkish index futures market;Finance Research Letters;2024-07

4. Candlestick Pattern Recognition in Cryptocurrency Price Time-Series Data Using Rule-Based Data Analysis Methods;Computation;2024-06-29

5. The crypto world trades at tea time: intraday evidence from centralized exchanges across the globe;Review of Quantitative Finance and Accounting;2024-06-10

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3