Futures trading activity and the jump risk of spot market : evidence from the bitcoin market

Chuanhai Zhang, Huan Ma, Xiaosai Liao

Year of publication:	2023
Authors:	Zhang, Chuanhai ; Ma, Huan ; Liao, Xiaosai
Published in:	Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 78.2023, p. 1-21
Subject:	Bitcoin futures \| Cryptocurrency \| Futures trading activity \| High-frequency data \| Lévy jumps \| Virtuelle Währung \| Virtual currency \| Derivat \| Derivative \| Volatilität \| Volatility \| Spotmarkt \| Spot market \| Handelsvolumen der Börse \| Trading volume \| Futures \| Hedging

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