The intraday dynamics and intraday price discovery of bitcoin
Fei Su, Xinyi Wang, Yulin Yuan
Topics & Concepts
CryptocurrencyPrice discoveryMarket liquidityVolatility (finance)EconomicsMonetary economicsAsset (computer security)Financial economicsBusinessComputer scienceFutures contractComputer securityBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityFinancial Markets and Investment Strategies