Intraday efficiency-frequency nexus in the cryptocurrency markets
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DOI: 10.1016/j.frl.2019.09.013
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More about this item
Keywords
Efficient Market Hypothesis (EMH); Cryptocurrencies; Hurst exponent; Algorithmic trading; High-frequency trading;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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