Informational inefficiency on bitcoin futures
Author:
Affiliation:
1. International Business School Suzhou, Xi’an Jiaotong Liverpool University, Suzhou, People’s Republic of China
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2023.2217225
Reference134 articles.
1. A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices
2. Limits to arbitrage and hedging: Evidence from commodity markets
3. Capital Market Efficiency and Arbitrage Efficacy
4. Bitcoin spot and futures market microstructure
5. BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness
Cited by 2 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. Cryptocurrency research: future directions;The European Journal of Finance;2023-12-13
2. Unraveling the Landscape of Bitcoin Research Using Machine Learning: A Topic Modelling Approach;2023 International Conference on Electrical, Electronics, Communication and Computers (ELEXCOM);2023-08-26
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