Where is the information on USD/Bitcoin hourly prices?
This paper analyses the price discovery in the USD/Bitcoin market since Mar‑2014 to Nov‑2016. The results show a positive relationship between the informational relevance of exchanges and their market shares. Information is mostly transmitted between exchanges within an hour, at least for the main...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Coimbra University Press
2018-02-01
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| Series: | Notas Económicas |
| Online Access: | https://impactum-journals.uc.pt/notaseconomicas/article/view/5292 |