Fragmentation, price formation and cross-impact in bitcoin markets
Jakob Albers, Mihai Cucuringu, Sam Howison and Alexander Y. Shestopaloff
| Year of publication: |
2021
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|---|---|
| Authors: | Albers, Jakob ; Cucuringu, Mihai ; Howison, Sam ; Shestopaloff, Alexander Y. |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1466-4313, ZDB-ID 2004159-7. - Vol. 28.2021, 5, p. 395-448
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| Subject: | bitcoin | high frequency data | Limit orderbooks | market fragmentation | market microstructure | Marktmikrostruktur | Market microstructure | Virtuelle Währung | Virtual currency | Finanzmarkt | Financial market | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Theorie | Theory | Marktsegmentierung | Market segmentation | Volatilität | Volatility | Finanzmarktregulierung | Financial market regulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2022.2080083 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013411711