Informed trading in the Bitcoin market-Reference-Cited by-同舟云学术

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Informed trading in the Bitcoin market

Published:2018-09 Issue: Volume:26 Page:63-70
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Feng Wenjun,Wang Yiming,Zhang Zhengjun

Funder

National Natural Science Foundation of China

Division of Mathematical Sciences

China Scholarship Council

National Science Foundation

Publisher

Elsevier BV

Subject

Finance

Reference22 articles.

1. Can volume predict Bitcoin returns and volatility? A quantiles-based approach;Balcilar;Econ. Model.,2017

2. All that glitters: the effect of attention and news on the buying behavior of individual and institutional investors;Barber;Rev. Financ. Stud.,2007

3. Informed trading and price discovery before corporate events;Baruch;J. Financ. Econ.,2017

4. Can information be locked up? Informed trading ahead of macro-news announcements;Bernile;J. Financ. Econ.,2016

5. On the hedge and safe haven properties of Bitcoin: is it really more than a diversifier?;Bouri;Finance Res. Lett.,2017

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