Pairs trading in cryptocurrency markets

被引:0
|
作者
Fil, Miroslav [1 ]
Kristoufek, Ladislav [1 ]
机构
[1] Institute of Economic Studies, Faculty of Social Sciences, Charles University, Prague,110 00, Czech Republic
来源
IEEE Access | 2020年 / 8卷
关键词
66;
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
页码:172644 / 172651
相关论文
共 50 条
  • [21] Cryptocurrency trading: a comprehensive survey
    Fan Fang
    Carmine Ventre
    Michail Basios
    Leslie Kanthan
    David Martinez-Rego
    Fan Wu
    Lingbo Li
    Financial Innovation, 8
  • [22] Pairs trading across Mainland China and Hong Kong stock markets
    Zhang, Hanxiong
    Urquhart, Andrew
    INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2019, 24 (02) : 698 - 726
  • [23] Pairs trading in Chinese commodity futures markets: an adaptive cointegration approach
    Chen, Danni
    Cui, Jing
    Gao, Yan
    Wu, Leilei
    ACCOUNTING AND FINANCE, 2017, 57 (05): : 1237 - 1264
  • [24] Fundamentalists in the cryptocurrency markets
    Cheng, Po-Keng
    Lin, Chinho
    APPLIED ECONOMICS LETTERS, 2024, 31 (06) : 535 - 544
  • [25] Feedback trading in the cryptocurrency market
    Ahmed, Mohamed Shaker
    Alsamman, Adel
    Chebbi, Kaouther
    STUDIES IN ECONOMICS AND FINANCE, 2024, 41 (01) : 46 - 63
  • [26] Emotional trading in the cryptocurrency market
    Ahn, Yongkil
    Kim, Dongyeon
    FINANCE RESEARCH LETTERS, 2021, 42
  • [27] Volatility cascades in cryptocurrency trading
    Gradojevic, Nikola
    Tsiakas, Ilias
    JOURNAL OF EMPIRICAL FINANCE, 2021, 62 : 252 - 265
  • [28] Cryptocurrency volatility markets
    Fabian Woebbeking
    Digital Finance, 2021, 3 (3-4): : 273 - 298
  • [29] Cryptocurrency Trading and Downside Risk
    Iqbal, Farhat
    Zahid, Mamoona
    Koutmos, Dimitrios
    RISKS, 2023, 11 (07)
  • [30] Wash trading at cryptocurrency exchanges
    Le Pennec, Guenole
    Fiedler, Ingo
    Ante, Lennart
    FINANCE RESEARCH LETTERS, 2021, 43