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Price Discovery of a Speculative Asset: Evidence from a Bitcoin Exchange

Éric Ghysels, Giang Nguyen
Year2019
VenueJournal of risk and financial management
Typearticle
Citations18
DOI10.3390/jrfm12040164
OpenAlexW2978096689

Topics

Complex Systems and Time Series AnalysisPrice discoveryMarket liquidityVolatility (finance)Asset (computer security)Order (exchange)