Price discovery in Bitcoin spot or futures? : the jury is out
Alex Frino, Robert Gaudiosi, Robert I. Webb, Z. Ivy Zhou
| Year of publication: |
2025
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|---|---|
| Authors: | Frino, Alex ; Gaudiosi, Robert ; Webb, Robert I. ; Zhou, Zeyang |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 45.2025, 4, p. 269-288
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| Subject: | bitcoin | cryptocurrency | futures market | information releases | information shares | microstructure noise | price discovery | Virtuelle Währung | Virtual currency | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure | Derivat | Derivative | Informationsökonomik | Economics of information | Ankündigungseffekt | Announcement effect | Futures | Informationsverbreitung | Information dissemination | Noise Trading | Noise trading | Finanzmarktregulierung | Financial market regulation | Spotmarkt | Spot market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22560 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015376617