Bitcoin time-of-day, day-of-week and month-of-year effects in returns and trading volume
Year of publication: |
2019
|
---|---|
Authors: | Baur, Dirk G. ; Cahill, Daniel ; Godfrey, Keith ; Liu, Zhangxin |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 31.2019, p. 78-92
|
Subject: | Arbitrage | Bitcoin | Day-of-week effects | Halloween effect | January effect | Market efficiency | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price | Schätzung | Estimation |
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