BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness-Reference-Cited by-同舟云学术

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

Published:2019-09-22 Issue:1 Volume:40 Page:23-43
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Alexander Carol¹²^ORCID,Choi Jaehyuk³^ORCID,Park Heungju⁴^ORCID,Sohn Sungbin³^ORCID

Affiliation:

1. University of Sussex Business SchoolFalmer Brighton United Kingdom

2. Peking University HSBC Business SchoolBoars Hill Oxford United Kingdom

3. Peking University HSBC Business SchoolNanshan Shenzhen China

4. Sungkyunkwan University SKK Business SchoolJongno‐gu Seoul Korea

Publisher

Wiley

Subject

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

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22050

Reference47 articles.

1. Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?

2. A Theory of Intraday Patterns: Volume and Price Variability

3. Price discovery among SSE 50 Index‐based spot, futures, and options markets

4. Alexander C. &Heck D.(2019).Price discovery high‐frequency trading and jumps in bitcoin markets. Available at SSRN:http://doi.org/10.2139/ssrn.3383147

5. Price discovery and common factor models

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3. Bitcoin price volatility transmission between spot and futures markets;International Review of Financial Analysis;2024-07

4. Revolutionizing finance with bitcoin and blockchain: a literature review and research agenda;China Accounting and Finance Review;2024-06-21

5. Perpetual future contracts in centralized and decentralized exchanges: Mechanism and traders’ behavior;Electronic Markets;2024-06-19

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