An analysis of price discovery between Bitcoin futures and spot markets
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference15 articles.
1. Baur, Dirk G., Dimpfl, T., 2018. Price Discovery in Bitcoin Spot or Futures? Available at SSRN: https://ssrn.com/abstract=3171464.
2. Price discovery on bitcoin exchanges;Brandvold;J. Int. Financ. Mark. Inst. Money,2015
3. Price discovery of cryptocurrencies: Bitcoin and beyond;Brauneis;Econom. Lett.,2018
4. Determinants of price discovery in the VIX futures market;Chen;J. Empir. Finance,2017
5. The response of US natural gas futures and spot prices to storage change surprises: Fundamental information and the effect of escalating physical gas production;Chiou-Wei;J. Int. Money Finance,2013
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