Fragmentation, Price Formation and Cross-Impact in Bitcoin Markets (Q5103917)
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scientific article; zbMATH DE number 7582983
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fragmentation, Price Formation and Cross-Impact in Bitcoin Markets |
scientific article; zbMATH DE number 7582983 |
Statements
Fragmentation, Price Formation and Cross-Impact in Bitcoin Markets (English)
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9 September 2022
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limit orderbooks
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bitcoin
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market fragmentation
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high frequency data
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market microstructure
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