Listar INARBE - Institute for Advanced Research in Business and Economics por tema "Bitcoin"
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Is there an expiration effect in the bitcoin market?
This paper studies the monthly expiration effect in the bitcoin markets. The emergence of trading in bitcoin futures in regulated markets is an ideal occasion to test this effect on an asset with singular characteristics. ... -
The witching week of herding on bitcoin exchanges
This paper analyses the herding behaviour among exchanges around the expiration of bitcoin futures traded on the Chicago Mercantile Exchange (CME). The database extends from December 2017 to October 2020, taking as a ...