The impact of COVID-19, day-of-the-week effect, and information flows on Bitcoin's return and volatility
Ying Sing Liu, Liza Lee
| Year of publication: |
2020
|
|---|---|
| Authors: | Liu, Ying Sing ; Lee, Liza |
| Subject: | Bitcoin | COVID-19 Event | Day-of-the-Week Effect | Daily High-Low Price Spread | Information Flow Rate | Volatilität | Volatility | Coronavirus | Kalendereffekt | Calendar effect | Börsenkurs | Share price | Informationsverbreitung | Information dissemination | Wirkungsanalyse | Impact assessment | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.13106/jafeb.2020.vol7.no11.045 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012671625