Add to ORKGINST: L_200This study investigates lead-lag relationships between Bitcoin spot and futures exchanges. The lead-lag relationship is examined, and then the result is compared to 2018 results. The lead-lag times decreased; the Bitcoin market became more efficient. The volume has an effect on the leading behaviour: exchanges with larger average trades tend to lead. There is no futures exchange among the examined ones that would lead all others, and there are some exchanges that lag behind spot exchanges
This paper studies Granger Causality relations between Bitcoin and 5 stock market indexes which are ...
This paper studies the behaviour of Bitcoin returns at different sample frequencies. We consider hig...
This paper analyses the volume-return relationships across the top 30 most traded cryptocurrencies f...
This study investigates lead-lag relationships between Bitcoin spot and futures exchanges. The lead-...
This paper investigates lead-lag relationship between heavyweight cryptocurrencies Bitcoin and Ether...
This paper examines factors that influence prices of most common five cryptocurrencies such Bitcoin,...
This paper aims to investigate the long and short run correlations between the price of Bitcoin and ...
This research examines the impact of Bitcoin futures trading on six different cryptocurrencies spot ...
The study of connectedness is key to assess spillover effects and identify lead-lag relationships am...
We analyze how network effects affect competition in the nascent cryptocurrency market. We do so by ...
Abstract This dissertation conducted a literature review on three areas: cointegration theory, the d...
This study conducts a systematic survey on whether the pricing behavior of cryptocurrencies is predi...
We try to establish the commonalities and leadership in the cryptocurrency markets by examining the ...
The purpose of this study is to uncover factors that explain Bitcoin’s price fluctuations. The price...
This study argues that the value of Bitcoin is dependent on the likelihood of its price volatility r...
This paper studies Granger Causality relations between Bitcoin and 5 stock market indexes which are ...
This paper studies the behaviour of Bitcoin returns at different sample frequencies. We consider hig...
This paper analyses the volume-return relationships across the top 30 most traded cryptocurrencies f...
This study investigates lead-lag relationships between Bitcoin spot and futures exchanges. The lead-...
This paper investigates lead-lag relationship between heavyweight cryptocurrencies Bitcoin and Ether...
This paper examines factors that influence prices of most common five cryptocurrencies such Bitcoin,...
This paper aims to investigate the long and short run correlations between the price of Bitcoin and ...
This research examines the impact of Bitcoin futures trading on six different cryptocurrencies spot ...
The study of connectedness is key to assess spillover effects and identify lead-lag relationships am...
We analyze how network effects affect competition in the nascent cryptocurrency market. We do so by ...
Abstract This dissertation conducted a literature review on three areas: cointegration theory, the d...
This study conducts a systematic survey on whether the pricing behavior of cryptocurrencies is predi...
We try to establish the commonalities and leadership in the cryptocurrency markets by examining the ...
The purpose of this study is to uncover factors that explain Bitcoin’s price fluctuations. The price...
This study argues that the value of Bitcoin is dependent on the likelihood of its price volatility r...
This paper studies Granger Causality relations between Bitcoin and 5 stock market indexes which are ...
This paper studies the behaviour of Bitcoin returns at different sample frequencies. We consider hig...
This paper analyses the volume-return relationships across the top 30 most traded cryptocurrencies f...