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

Éric Ghysels, Giang Nguyen
Year2018
VenueJournal of risk and financial management
Typearticle
Citations19
DOI10.2139/ssrn.3258508
OpenAlexW2978096689

Topics

Financial Markets and Investment StrategiesPrice discoveryMarket liquidityVolatility (finance)Asset (computer security)Order (exchange)