Bitcoin time-of-day, day-of-week and month-of-year effects in returns and trading volume
Dirk G. Baur, Daniel Cahill, Keith Godfrey, Zhangxin (Frank) Liu
| Year of publication: |
2019
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|---|---|
| Authors: | Baur, Dirk G. ; Cahill, Daniel ; Godfrey, Keith ; Liu, Zhangxin |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 31.2019, p. 78-92
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| Subject: | Arbitrage | Bitcoin | Day-of-week effects | Halloween effect | January effect | Market efficiency | Effizienzmarkthypothese | Efficient market hypothesis | Handelsvolumen der Börse | Trading volume | Kapitaleinkommen | Capital income | Virtuelle Währung | Virtual currency | Zeit | Time | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.04.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012421061