Trading volume and the predictability of return and volatility in the cryptocurrency market
Elie Bouri, Chi Keung Marco Lau, Brian Lucey, David Roubaud
| Year of publication: |
2019
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|---|---|
| Authors: | Bouri, Elie ; Lau, Chi Keung ; Lucey, Brian M. ; Roubaud, David |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 29.2019, p. 340-346
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| Subject: | Trading volume | Return | Volatility | Cryptocurrency | Copula-quantile causality | Volatilität | Virtuelle Währung | Virtual currency | Handelsvolumen der Börse | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.08.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012419202