Bitcoin spot and futures market microstructure-Reference-Cited by-同舟云学术

Bitcoin spot and futures market microstructure

Published:2020-10-08 Issue:2 Volume:41 Page:194-225
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Aleti Saketh¹,Mizrach Bruce²^ORCID

Affiliation:

1. Department of Economics Duke University Durham North Carolina

2. Department of Economics Rutgers University New Brunswick New Jersey

Publisher

Wiley

Subject

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

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22163

Reference67 articles.

1. Alexander C. &Heck D.(2019).Price discovery and efficiency in Bitcoin markets. Available at SSRN.https://doi.org/10.2139/ssrn.3383147

2. Allison I.(2019).Coinbase shutters high‐speed crypto trading division axing 30 Jobs. Retrieved fromhttps://www.coindesk.com/coinbase-shutters-high-speed-crypto-trading-divisionaxing-30-jobs

3. Aloosh A. &Li J.(2019).Direct evidence of bitcoin wash trading. Available at SSRN.https://doi.org/10.2139/ssrn.3183935

4. Regime changes in Bitcoin GARCH volatility dynamics

5. Augustin P. Rubtsov A. &Shin D.(2020).The impact of derivatives on cash markets: Evidence from the introduction of bitcoin futures contracts. Global Risk Institute Working Paper.https://globalriskinstitute.org/publications/the-impact-of-derivatives-oncash-markets/

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