Work

The day-of-the-week effect on Bitcoin return and volatility

Year: 2019

Type: article

Source: Research in International Business and Finance

DOI: 10.1016/j.ribaf.2019.02.003

Authors: Donglian Ma, Hisashi Tanizaki

Institution: The University of Osaka

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: China Scholarship Council, Japan Society for the Promotion of Science

Award: On estimation of state space model without specifying transition equation: taking an example of stock return volatility

OpenAlex ID: W2931465767

FWCI: 11.52

Cites: 56

Cited by: 80

Related to: 10