The Speculative (In)Efficiency of the CME Bitcoin Futures Market

DOI10.1007/978-3-030-53356-4_6zbMath1457.91387OpenAlexW3090331718MaRDI QIDQ5147164

Toshiko Matsui, Lewis Gudgeon

Publication date: 2 February 2021

Published in: Mathematical Research for Blockchain Economy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-53356-4_6

zbMATH Keywords

derivativesmarket efficiencyOLSfutures marketsbitcoincryptoassetsChicago mercantile exchange (CME)London metal exchange (LME)speculative efficiency hypothesis (SEH)

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

Generalized channels from limited blockchain scripts and adaptor signatures

Cites Work

• Bitcoin futures -- what use are they?
• Price clustering in bitcoin
• An analysis of price discovery between Bitcoin futures and spot markets

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