Fragmentation, price formation and cross-impact in bitcoin markets
Year of publication: |
2021
|
---|---|
Authors: | Albers, Jakob ; Cucuringu, Mihai ; Howison, Sam ; Shestopaloff, Alexander Y. |
Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1466-4313, ZDB-ID 2004159-7. - Vol. 28.2021, 5, p. 395-448
|
Subject: | bitcoin | high frequency data | Limit orderbooks | market fragmentation | market microstructure | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Finanzmarkt | Financial market |
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