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Who trades bitcoin futures and why?
9 references·0 citing·48 second hopsampled
Who trades bitcoin futures and why? (2022)Who trades bitcoin futures and why?The Best Strategies for Inflationary Times (2021)The Best Strategies for Infla…Is Bitcoin a Hedge? How Extreme Volatility Can Destroy the Hedge Property (2021)Is Bitcoin a Hedge? How Extre…Price discovery in Bitcoin: The impact of unregulated markets (2020)Price discovery in Bitcoin: T…Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin (2019)Safe haven, hedge and diversi…Price discovery in bitcoin spot or futures? (2019)Price discovery in bitcoin sp…Does Bitcoin hedge crude oil implied volatility and structural shocks? A comparison with gold, commodity and the US Dollar (2019)Does Bitcoin hedge crude oil …Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold (2018)Is Bitcoin a hedge, a safe ha…Bitcoin Futures—What use are they? (2018)Bitcoin Futures—What use are …Connected Stocks (2014)Connected StocksRisk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)A tug of war: Overnight versus intraday expected returns (2019)Shared analyst coverage: Unifying momentum spillover effects (2019)Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic (2022)A test for independence based on the correlation dimension (1996)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis (2020)Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis? (2020)Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution (2020)Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Bitcoin as a Safe Haven: Is It Even Worth Considering? (2018)Pandemic-Related Financial Market Volatility Spillovers: Evidence from the Chinese COVID-19 Epicentre (2020)Diversifying equity with cryptocurrencies during COVID-19 (2021)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)An analysis of price discovery between Bitcoin futures and spot markets (2018)BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness (2019)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Dynamic Conditional Correlation (2002)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Are Bitcoin and Ethereum safe-havens for stocks during the COVID-19 pandemic? (2020)Multiscale characteristics of the emerging global cryptocurrency market (2020)The volatility of Bitcoin and its role as a medium of exchange and a store of value (2021)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)How COVID-19 upturns the hedging potentials of gold against oil and stock markets risks: Nonlinear evidences through threshold regression and markov-regime switching models (2020)The effect of green energy, global environmental indexes, and stock markets in predicting oil price crashes: Evidence from explainable machine learning (2021)An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis (2022)Generalized impulse response analysis in linear multivariate models (1998)How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin (2021)Sentiment spillover and price dynamics: Information flow in the cryptocurrency and stock market (2022)The Impact of Derivatives on Spot Markets: Evidence from the Introduction of Bitcoin Futures Contracts (2023)Asset returns and inflation (1977)Stock Returns, Real Activity, Inflation, and Money (1981)Industry costs of equity (1997)An Investor’s Guide to Crypto (2022)Investing in Deflation, Inflation, and Stagflation Regimes (2022)Interest rate changes and the cross-section of global equity returns (2023)PORTFOLIO SELECTION* (1952)Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Cryptocurrencies against stock market risk: New insights into hedging effectiveness (2023)Does the big boss of coins—Bitcoin—protect a portfolio of new-generation cryptos? Evidence from memecoins, stablecoins, NFTs and DeFi (2023)Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets (2024)
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References

  • 2018Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold526 cited
  • 2019Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin516 cited
  • 2014Connected Stocks374 cited
  • 2018Bitcoin Futures—What use are they?258 cited
  • 2019Does Bitcoin hedge crude oil implied volatility and structural shocks? A comparison with gold, commodity and the US Dollar168 cited
  • 2019Price discovery in bitcoin spot or futures?130 cited
  • 2020Price discovery in Bitcoin: The impact of unregulated markets104 cited
  • 2021Is Bitcoin a Hedge? How Extreme Volatility Can Destroy the Hedge Property48 cited
  • 2021The Best Strategies for Inflationary Times42 cited

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