Work

Trading volume and return volatility of Bitcoin market: evidence for the sequential information arrival hypothesis

Year: 2019

Type: article

Source: Journal of Economic Interaction and Coordination

DOI: 10.1007/s11403-019-00250-9

Authors: Pengfei Wang, Wei Zhang, Xiao Li, Dehua Shen

Institutions: Tianjin University, Nankai University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Fundamental Research Funds for the Central Universities

Awards: G2246250134, G4817227781, G5632682440, G8603992204

OpenAlex ID: W2937896587

FWCI: 3.631

Cites: 73

Cited by: 24

Related to: 10