The determinants of price discovery on bitcoin markets-Reference-Cited by-同舟云学术

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The determinants of price discovery on bitcoin markets

Published:2020-05 Issue:5 Volume:40 Page:816-837
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Entrop Oliver¹^ORCID,Frijns Bart²^ORCID,Seruset Marco¹

Affiliation:

1. Chair of Finance and BankingUniversity of PassauPassau Germany

2. Department of FinanceAuckland University of TechnologyAuckland New Zealand

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22101

Reference66 articles.

1. Model mis-specification and Johansen's co-integration analysis: an application to the US money demand

2. BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness

3. Price discovery and common factor models

4. Baker S. R. Bloom N. &Davis S. J.(2013).Measuring economic policy uncertainty. Chicago Booth Paper 13‐02. Retrieved fromhttp://www.policyuncertainty.com/media/EPU_BBD_2013.pdf

5. Stealth trading and volatility

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