Investigating the day-of-the-week effect on bitcoin returns
Nurbanu Bursa
Year of publication: |
2019
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Authors: | Bursa, Nurbanu |
Published in: |
Cryptocurrencies in all aspects. - Berlin : Peter Lang, ISBN 978-3-631-77588-2. - 2019, p. 207-214
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Subject: | bitcoin | day-of-the-week | GARCH | market efficiency | Kalendereffekt | Calendar effect | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Börsenkurs | Share price | Aktienmarkt | Stock market | Elektronisches Geld | Electronic money |
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