Trading activity and price discovery in Bitcoin futures markets
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- Type
- article
- Published
- 2021-03-19
- Cited by
- 43
- References
- 57
- OpenAlex
- https://openalex.org/W3138619428
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:233688931
Keywords
Price discovery, Futures contract, Speculation, Financial economics, Economics
References
- Investor Sentiment and Price Discovery: Evidence from the Pricing Dynamics between the Futures and Spot Markets
- Who Sets the Price of Gold? London or New York
- Investor structure and the informational efficiency of commodity futures prices
- Small Traders in Currency Futures Markets Format
- The behavior and performance of major types of futures traders
- Decimalization, trading costs, and information transmission between ETFs and index futures
- Hedgers, funds, and small speculators in the energy futures markets: an analysis of the CFTC's Commitments of Traders reports
- The effectiveness of position limits: Evidence from the foreign exchange futures markets
- Are speculators informed
- News announcements and price discovery in foreign exchange spot and futures markets
- Futures trading activity and predictable foreign exchange market movements
- A new information share measure
- Temporal relationships and dynamic interactions between spot and futures stock markets
- Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects
- The Dynamics of Stock Index and Stock Index Futures Returns
- Measuring Economic Policy Uncertainty
- A Further Analysis of the Lead–Lag Relationship Between the Cash Market and Stock Index Futures Market
- Co-integration and error correction: representation, estimation and testing
- The effect of net positions by type of trader on volatility in foreign currency futures markets
- Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
Cited by
- Do Connections Pay Off in the Bitcoin Market?
- Fractional cointegration in bitcoin spot and futures markets
- Futures-Trading Activity and Jump Risk: Evidence From the Bitcoin Market
- Fragmentation, Price Formation and Cross-Impact in Bitcoin Markets
- The Impacts of Futures Introduction on Spot Market Volatility: Evidence from the Bitcoin Market
- How do macroeconomic news surprises affect round-the-clock price discovery of gold?
- Technical Trading Rules for Bitcoin Futures
- The cryptocurrency uncertainties and investment transitions: Evidence from high and low carbon energy funds in China
- Price discovery in fiat currency and cryptocurrency markets
- Investigating e-Retailers’ Intentions to Adopt Cryptocurrency Considering the Mediation of Technostress and Technology Involvement
- Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach
- Trades or quotes: Which drives price discovery? Evidence from Chinese index futures markets
- Price discovery in bitcoin spot or futures during the Covid-19 pandemic? Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
- Bitcoin futures risk premia
- Forecasting Bitcoin Futures: A Lasso-BMA Two-Step Predictor Selection for Investment and Hedging Strategies
- Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market
- The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns
- Impact of China’s Belt & Road Initiative (BRI) on Foreign Institutional Investment: Winners and Losers among Pakistani Publicly Listed Firms
- The Effects of Bitcoin Futures on Bitcoin Market
- Informational inefficiency on bitcoin futures
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