The Day of the Week Effect in the Crypto Currency Market
Year of publication: |
2017
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Plastun, Alex |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | efficient market hypothesis | day of the week effect | crypto currency | BitCoin | anomaly | trading strategy |
Series: | CESifo Working Paper ; 6716 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1003832474 [GVK] hdl:10419/172992 [Handle] RePec:ces:ceswps:_6716 [RePEc] |
Classification: | G12 - Asset Pricing ; C63 - Computational Techniques |
Source: |
-
The day of the week effect in the crypto currency market
Caporale, Guglielmo Maria, (2017)
-
The day of the week effect in the crypto currency market
Caporale, Guglielmo Maria, (2017)
-
The day of the week effect in the crypto currency market
Caporale, Guglielmo Maria, (2017)
- More ...
-
Intraday anomalies and market efficiency: A trading robot analysis
Caporale, Guglielmo Maria, (2014)
-
Intraday Anomalies and Market Efficiency: A Trading Robot Analysis
Caporale, Guglielmo Maria, (2014)
-
The weekend effect: A trading robot and fractional integration analysis
Caporale, Guglielmo Maria, (2014)
- More ...