Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets

Author:

Lee Seungho,Meslmani Nabil El,Switzer Lorne N.

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference59 articles.

1. Liquidity and hedging effectiveness under futures mispricing: international evidence;Andani;Journal of Futures Markets,2009

2. The spot-forward relationship in the Atlantic salmon market;Asche;Aquaculture Economics & Management,2016

3. The inefficiency of Bitcoin revisited: A dynamic approach;Bariviera;Economics Letters,2017

4. Price discovery in bitcoin spot or futures?;Baur;Journal of Futures Markets,2019

5. Bitcoin: medium of exchange or speculative assets?;Baur;Journal of International Financial Markets, Institutions & Money.,2017

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