Bitcoin is traded in a number of exchanges, and there is a large and time-varying price dispersion among them. We … identify the sources of price dispersion using a standard time-varying vector auto-regression model with stochastic volatility …. Using weekly data over the past 3 years, we find that shocks to transaction fees and bitcoin price growth explain on average …

decentralized payment system, equilibrium price, market microstructure, trading patterns and regulation of Bitcoin. In this context … microstructure, trading behavior, price patterns and portfolio analysis. It explores Bitcoin's market microstructure, liquidity …, derivative markets, price discovery and market efficiency. Studies have also focused on trading behavior, investors …

behaviour of investors and on Bitcoin price co-movements. Further, the probability of Bitcoin exchanges shutdowns is higher in …

in the returns to the BTC price in the first half of our sample, but this effect disappears post-2016. This date …

surge in news articles and considerable rise in the price of Bitcoin. Given the increased attention, there little is known … about the behaviour of Bitcoin prices and therefore we add to the literature by studying price clustering. We find … Harris (1991) by showing that price and volume have a significant positive relationship with price clustering at whole …

This paper offers a plausible response to "what explains the sporadic volatility in the price of Bitcoin?" We … hypothesized that market "fundamentals" and "information demands" are key drivers of Bitcoin’s unpredictable price fluctuation. We … volatility of the price of Bitcoin responds to its transaction volume, cryptocurrency market capitalisation, world market equity …

price crash risk, we study the relationship between investor attention and crash risk. Adopting a quantile regression … analysis of cryptocurrency price crash risk …