Arbitrage opportunities and feedback trading in regulated bitcoin futures market: An intraday analysis

Author:

Ngene Geoffrey M.,Wang JinghuaORCID

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference75 articles.

1. Non-fundamental, nonparametric Bitcoin forecasting;Adcock;Physica A: Statistical Mechanics and Its Applications,2019

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3. The distribution of realized stock return volatility;Andersen;Journal of Financial Economics,2001

4. Modeling and forecasting realized volatility;Andersen;Econometrica,2003

5. Index futures and positive feedback trading: Evidence from major stock exchanges;Antoniou;Journal of Empirical Finance,2005

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