Pricing efficiency and arbitrage in the bitcoin spot and futures markets
Seungho Lee, Nabil El Meslmani, Lorne N. Switzer
| Year of publication: |
2020
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|---|---|
| Authors: | Lee, Seungho ; El Meslmani, Nabil ; Switzer, Lorne N. |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 53.2020, p. 1-14
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| Subject: | Bitcoin | cryptocurrency | efficient markets | futures arbitrage | speculation | Arbitrage | Virtuelle Währung | Virtual currency | Effizienzmarkthypothese | Efficient market hypothesis | Spekulation | Speculation | Derivat | Derivative | Warenbörse | Commodity exchange | Spotmarkt | Spot market | Rohstoffderivat | Commodity derivative | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2020.101200 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012549026