Testing stylized facts of Bitcoin limit order books
Year of publication: |
2019
|
---|---|
Authors: | Schnaubelt, Matthias ; Rende, Jonas ; Krauss, Christopher |
Published in: |
Essays on financial time series analysis. - Erlangen. - 2019, p. 119-167
|
Subject: | limit order book | cryptocurrency | stylized fact | high-frequency finance | liquidity costs | transaction costs | Wertpapierhandel | Securities trading | Transaktionskosten | Transaction costs | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure | Virtuelle Währung | Virtual currency | Börse | Bourse | Geld-Brief-Spanne | Bid-ask spread | Theorie | Theory | Elektronisches Handelssystem | Electronic trading |
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