Informativeness of CME Micro Bitcoin Futures in Pricing of Bitcoin: Intraday Evidence
Author:
Publisher
Elsevier BV
Subject
Finance
Reference22 articles.
1. The development of bitcoin futures: Exploring the interactions between cryptocurrency derivatives;Akyildirim;Finance Research Letters,2020
2. Bitcoin spot and futures market microstructure;Aleti;Journal of Futures Markets,2021
3. BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness;Alexander;Journal of Futures Markets,2020
4. Price discovery in bitcoin spot or futures?;Baur;Journal of Futures Markets,2019
5. Price discovery on the S&P 500 index markets: An analysis of spot index, index futures, and SPDRs;Chu;International Review of Financial Analysis,1999
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2. Time‐varying price discovery in regular and microbitcoin futures;Journal of Futures Markets;2023-10-10
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4. Comparisons of Alternative Information Share Measures;Finance Research Letters;2022-12
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