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A High-Frequency Analysis of Bitcoin Markets
Brauneis, Alexander - 2019
We study trading of Bitcoin (BTC) against US dollar (USD) on exchanges on three continents, Bitfinex, Bitstamp and Coinbase Pro. We use a high frequency dataset that contains transactions and order book information. The BTCUSD market is highly liquid in terms of bid-ask spreads and order book...
Persistent link: https://www.econbiz.de/10012860200
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Financial economics of automated market makers
Brauneis, Alexander; Mestel, Roland; Rauch, Martin - In: The Elgar companion to decentralized finance, digital …, (pp. 167-190). 2024
Persistent link: https://www.econbiz.de/10015061691
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Algorithmic trading and liquidity : long term evidence from Austria
Mestel, Roland; Murg, Michael; Theissen, Erik - In: Finance research letters 26 (2018), pp. 198-203
Persistent link: https://www.econbiz.de/10012005670
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Algorithmic trading and liquidity : long term evidence from Austria
Mestel, Roland; Murg, Michael; Theissen, Erik - 2018
Persistent link: https://www.econbiz.de/10011984099