Price Discovery in Bitcoin Futures: Evidence From BitMEX

Author:

Choi Jaehyuk,Park Heungju,Sohn Sungbin

Publisher

Elsevier BV

Reference50 articles.

1. Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?;P Ad�mmer;Journal of Futures Markets,2016

2. A Theory of Intraday Patterns: Volume and Price Variability;A R Admati;The Review of Financial Studies,1988

3. Price discovery among SSE 50 Index-based spot, futures, and options markets;K Ahn;Journal of Futures Markets,2019

4. Price Discovery, High-Frequency Trading and Jumps in Bitcoin Markets;C Alexander;SSRN Electronic Journal,2019

5. Price discovery and common factor models;R T Baillie;Journal of Financial Markets,2002

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. Blockchain Trading and Exchange;The Palgrave Handbook of Technological Finance;2021

2. A Critical Investigation of Cryptocurrency Data and Analysis;SSRN Electronic Journal;2019

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