In the FinTech era, we contribute to the literature by studying the pricing of Bitcoin options, which is timely and … important given that both Nasdaq and the CME Group have started to launch a variety of Bitcoin derivatives. We fnd pricing … errors in the presence of market smiles in Bitcoin options, especially for short-maturity ones. Long maturity options display …

This article examines the asymmetric volatility spillover effects between Bitcoin and alternative coin markets at the … "pump-and-dump schemes" in the crypto markets. To do that, we estimate the volatility spillovers from Bitcoin to altcoin and … the cryptos' own risk spillovers during bull and bear markets. The spillover results from Bitcoin to altcoin provide mixed …

This paper investigates the role of the frequency of price overreactions in the cryptocurrency market in the case of … BitCoin over the period 2013-2018. Specifically, it uses a static approach to detect overreactions and then carries out … Bitcoin price movements (H1) and (ii) exhibits seasonality (H2). On the whole, the results suggest that it can provide useful …