Pricing efficiency and arbitrage in the bitcoin spot and futures markets
Year of publication: |
2020
|
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Authors: | Lee, Seungho ; El Meslmani, Nabil ; Switzer, Lorne N. |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 53.2020, p. 1-14
|
Subject: | Bitcoin | cryptocurrency | efficient markets | futures arbitrage | speculation | Arbitrage | Effizienzmarkthypothese | Efficient market hypothesis | Virtuelle Währung | Virtual currency | Spekulation | Speculation | Derivat | Derivative | Warenbörse | Commodity exchange | Elektronisches Geld | Electronic money |
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