Zhang, Yuanyuan; Chan, Stephen; Chu, Jeffrey; Sulieman, Hana - In: Journal of Risk and Financial Management 13 (2020) 1, pp. 1-14
to Bitcoin, which appears to become more liquid. The motivation to study the high-frequency cryptocurrency market came … from the increasing availability of higher-frequency cryptocurrency-pricing data. However, it also comes from a movement … towards higher-frequency trading of cryptocurrency. In addition, the efficiency of cryptocurrency markets relates not only to …