Where is the information on USD/Bitcoin hourly prices?

This paper analyses the price discovery in the USD/Bitcoin market since Mar‑2014 to Nov‑2016. The results show a positive relationship between the informational relevance of exchanges and their market shares. Information is mostly transmitted between exchanges within an hour, at least for the main e...

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Bibliographic Details
Main Author: Sebastião, Helder (author)
Other Authors: Duarte, António Portugal (author), Guerreiro, Gabriel (author)
Format: article
Language:eng
Published: 2017
Subjects:
Bitcoin
Price discovery
High frequency
Geweke feedback measures
Volume
Volatility
Online Access:http://hdl.handle.net/10316/84804
Country:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/84804

Internet

http://hdl.handle.net/10316/84804

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