Law of one price and return on Arbitrage Trading: Bitcoin vs. Ethereum
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DOI: 10.1007/s12197-023-09631-0
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More about this item
Keywords
Law of one price; Price deviation; Arbitrage trading; Cryptocurrency;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C55 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Large Data Sets: Modeling and Analysis
Statistics
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