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How Futures Trading Changed Bitcoin Prices
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How Futures Trading Changed Bitcoin Prices (2019)How Futures Trading Changed Bitcoin PricesThe impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns (2023)The impacts of futures tradin…The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges (2023)The Bitcoin volume-volatility…Monetary policy and Bitcoin (2023)Monetary policy and BitcoinImpact of bitcoin futures on the informational efficiency of bitcoin spot market (2020)Impact of bitcoin futures on …Cryptocurrency Trading: A Comprehensive Survey (2020)Cryptocurrency Trading: A Com…Bitcoin spot and futures market microstructure (2020)Bitcoin spot and futures mark…Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets (2019)Portfolio value-at-risk with …Did the Introduction of Bitcoin Futures Crash the Bitcoin Market at the End of 2017? (2018)Did the Introduction of Bitco…PORTFOLIO SELECTION* (1952)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Dynamic Conditional Correlation (2002)Portfolio Diversification, Hedge and Safe-Haven Properties in Cryptocurrency Investments and Financial Economics: A Systematic Literature Review (2022)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Measuring Economic Policy Uncertainty* (2016)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Trading behavior in bitcoin futures: Following the “smart money” (2022)Measuring the Information Content of Stock Trades (1991)Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Trading and Arbitrage in Cryptocurrency Markets (2018)Fractional cointegration in bitcoin spot and futures markets (2021)Arbitrage, contract design, and market structure in Bitcoin futures markets (2022)Periodicity in Cryptocurrency Volatility and Liquidity (2022)The relation between forward prices and futures prices (1981)Generalized impulse response analysis in linear multivariate models (1998)Does Bitcoin futures trading reduce the normal and jump volatility in the spot market? Evidence from GARCH-jump models (2022)Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness (2024)Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation (2005)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers (2024)Event Studies in Economics and Finance (1997)Estimation and Inference of Impulse Responses by Local Projections (2005)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Co-Bubble transmission across clean and dirty Cryptocurrencies: Network and portfolio analysis (2024)Evaluating the sophisticated digital assets and cryptocurrencies capacities of substituting international currencies in inflationary eras (2024)Differences of Opinion Make a Horse Race (1993)Power and Bipower Variation with Stochastic Volatility and Jumps (2004)The Inefficiency of Bitcoin (2016)
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  • 2018Did the Introduction of Bitcoin Futures Crash the Bitcoin Market at the End of 2017?39 cited
  • 2019Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets38 cited
  • 2020Impact of bitcoin futures on the informational efficiency of bitcoin spot market32 cited
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  • 2023The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns26 cited
  • 2023The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges25 cited

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