Investigating the day-of-the-week effect on bitcoin returns
Nurbanu Bursa
| Year of publication: |
2019
|
|---|---|
| Authors: | Bursa, Nurbanu |
| Published in: |
Cryptocurrencies in all aspects. - Berlin : Peter Lang, ISBN 978-3-631-77588-2. - 2019, p. 207-214
|
| Subject: | bitcoin | day-of-the-week | GARCH | market efficiency | Kalendereffekt | Calendar effect | Effizienzmarkthypothese | Efficient market hypothesis | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Börsenkurs | Share price | Saisonale Schwankungen | Seasonal variations |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012108574