Sapuric, Svetlana; Kokkinaki, Angelika; Georgiou, Ifigenia - In: Journal of Enterprise Information Management 35 (2020) 6, pp. 1506-1521
Purpose: To show that when volume of trades is taken into consideration, Bitcoin does not seem as volatile as it claimed. Further, to study the relationship between Bitcoin trading volume, volatility and returns, and the asymmetry in response to economic information for the period from July...