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The intraday dynamics and intraday price discovery of bitcoin · Study

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ArticleThe intraday dynamics and intraday price discovery of bitcoin

Fei Su2022

Article2022

The intraday dynamics and intraday price discovery of bitcoin

Fei Su · Xinyi Wang · Yulin Yuan

19 citations·0/0 files stored·Research in International Business and Finance

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 2002Illiquidity and stock returns: cross-section and time-series effects 2003Modeling and Forecasting Realized Volatility 1987Price, trade size, and information in securities markets 2001The Distribution of Realized Exchange Rate Volatility 1995One Security, Many Markets: Determining the Contributions to Price Discovery 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets 1995Estimation of Common Long-Memory Components in Cointegrated Systems

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Year2022

Typearticle

Published2022-02-10

VenueResearch in International Business and Finance

ISSN-L0275-5319

Languageen

Citations19

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.ribaf.2022.101625

openalex_workW4211249267

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