Price discovery between bitcoin spot markets and exchange traded products

DOI10.1016/J.ECONLET.2023.111152zbMath1521.91392MaRDI QIDQ6093704

James Bowden, Roland Gemayel, Tatiana Franus

Publication date: 12 September 2023

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

market efficiencyprice discoverybitcoincryptocurrencyexchange-traded products

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Cites Work

• Bitcoin futures -- what use are they?
• An analysis of price discovery between Bitcoin futures and spot markets
• ETF Arbitrage, Non-Fundamental Demand, and Return Predictability*

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