Time-of-day periodicities of trading volume and volatility in Bitcoin exchange : does the stock market matter?
Jying-Nan Wang, Hung-Chun Liu, Yuan-Teng Hsu
| Year of publication: |
2020
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|---|---|
| Authors: | Wang, Jying-Nan ; Liu, Hung-Chun ; Hsu, Yuan-Teng |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 34.2020, p. 1-8
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| Subject: | Bitcoin | Hourly share of realized variance | Hourly share of trading volume | Intraday pattern | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | Aktienmarkt | Stock market | Arbeitszeit | Working time | Schätzung | Estimation | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.07.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012436606