The effect of symmetric and asymmetric information on volatility structure of crypto-currency markets: a case study of bitcoin currency
Purpose – This paper aims to examine whether the crypto-currencies’ market returns are symmetric or asymmetric informative, through analysing the daily logarithmic returns of bitcoin currency over the period of 2011-2017. Design/methodology/approach – In doing so, the symmetric informative analy...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English English English |
| Published: |
Emerald Publisher
2019
|
| Subjects: | |
| Online Access: | http://irep.iium.edu.my/72480/19/72480%20-%20The%20effect%20of%20symmetric%20and%20asymmetric%20information.pdf http://irep.iium.edu.my/72480/25/72480_The%20effect%20of%20symmetric%20and%20asymmetric%20information_scopus.pdf http://irep.iium.edu.my/72480/26/72480_The%20effect%20of%20symmetric%20and%20asymmetric%20information_wos.pdf http://irep.iium.edu.my/72480/ https://www.emerald.com/insight/content/doi/10.1108/JFEP-10-2018-0147/full/pdf?title=the-effect-of-symmetric-and-asymmetric-information-on-volatility-structure-of-crypto-currency-markets-a-case-study-of-bitcoin-currency http://dx.doi.org/10.1108/JFEP-10-2018-0147 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Internet
http://irep.iium.edu.my/72480/19/72480%20-%20The%20effect%20of%20symmetric%20and%20asymmetric%20information.pdfhttp://irep.iium.edu.my/72480/25/72480_The%20effect%20of%20symmetric%20and%20asymmetric%20information_scopus.pdf
http://irep.iium.edu.my/72480/26/72480_The%20effect%20of%20symmetric%20and%20asymmetric%20information_wos.pdf
http://irep.iium.edu.my/72480/
https://www.emerald.com/insight/content/doi/10.1108/JFEP-10-2018-0147/full/pdf?title=the-effect-of-symmetric-and-asymmetric-information-on-volatility-structure-of-crypto-currency-markets-a-case-study-of-bitcoin-currency
http://dx.doi.org/10.1108/JFEP-10-2018-0147