Cargando…
Price discovery in the cryptocurrency market: evidence from institutional activity
This study analyzes the role of information shares of futures contracts in the price discovery of Bitcoin as well as its impact on the correlation of Bitcoin and traditional assets including S&P500, gold and bond. Time series estimations reveal positive and significant effects of information sha...
| Autores principales: | , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2021
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8602006/ http://dx.doi.org/10.1007/s40812-021-00202-0 |