Turn-of-the-candle effect in bitcoin returns

This study discovers a statistically and economically significant intraday anomaly on Bitcoin markets. Positive returns of 0.58 bps per minute are disproportionately concentrated at the turn of 15-min candles (in minutes 0, 15, 30, and 45 of each trading hour). Average returns in other trading minut...

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Detalles Bibliográficos
Autores principales: Shanaev, Savva, Vasenin, Mikhail, Stepanov, Roman
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10015199/
https://www.ncbi.nlm.nih.gov/pubmed/36938429
http://dx.doi.org/10.1016/j.heliyon.2023.e14236

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10015199/
https://www.ncbi.nlm.nih.gov/pubmed/36938429
http://dx.doi.org/10.1016/j.heliyon.2023.e14236

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