statistically segmented. Opportunities for arbitrage based on different prices/returns for equivalent risk exposures are … solely by diversification options. This infers a potential for arbitrage (statistically, strategically or in practice) is … statistical arbitrage and the specification of investment behaviour as a function of differencing pricing expectations. These …

regulators. Bitcoin is a crypto-currency based on open-source software and protocols that operates in peer-to-peer networks as a …Purpose – This paper aims to explore the challenge posed by Bitcoin to regulators, particularly anti-money laundering … regulators. Findings – Bitcoin is based on complex computer code supported by a robust community in a peer-to-peer network …

Purpose Given its innovative characteristics and increasing popularity, the Bitcoin, and other virtual currencies, are …, the purpose of this paper is to determine a conceptual approach for accounting for the Bitcoin, grounded in the theories …. The relevant literature is analysed to identify key characteristics of the Bitcoin. These, as well as the elements of …

Purpose – The purpose of the article is to look closely at the phenomenon of the cryptocurrencies such as and bitcoin … specific characteristics relevant to ML/FT risks. Design/methodology/approach – Using digicash and bitcoin protocols as primary …

Purpose This study reviews existing cryptocurrency research to provide answers to three puzzles in the literature …. First, is cryptocurrency more like gold (i.e., a commodity) or should it be classified as a new financial asset? Second, can … we apply our knowledge of the traditional capital market to the emerging cryptocurrency market? Third, what might be the …

using Bitcoin and report on the feasibility of law enforcement bodies tracing illicit transactions back to a user’s real … track transactions through the blockchain, four Bitcoin exchange services are examined to ascertain whether information … back to an interaction with a Bitcoin exchange. However, the compliance and implementation of anti-money laundering …

Purpose The Bitcoin has experienced wide popularity in academic and commercial spheres during the years following 2012 … research into the taxation of the Bitcoin. The purpose of this paper is to present a conceptual approach for developing a … taxation policy for the Bitcoin, using a multi-jurisdictional analysis. Design/methodology/approach An interpretive mixed …

Purpose – The paper's aim is to explore the impact of statistical arbitrage and high-frequency trading as hedge fund … investment activity based on statistical arbitrage tends to produce a vulnerability; more funds using the strategy helps to …