Lead-lag relationship between Bitcoin and Ethereum: evidence from hourly and daily data

Lead-lag relationship between Bitcoin and Ethereum: evidence from hourly and daily data

This paper investigates lead-lag relationship between heavyweight cryptocurrencies Bitcoin and Ethereum. Traditional studies of information flow between markets preponderate on cash vs. futures, whereby researchers are interested in the stabilizing impact of futures on spot markets. While interest i...

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Bibliographic Details
Main Authors: Mohamad, Azhar, Sifat, Imtiaz Mohammad, Mohamed Shariff, Mohammad Syazwan
Format: Article
Language:English
English
English
Published: Elsevier 2019
Subjects:
HG4501 Stocks, investment, speculation
Online Access:http://irep.iium.edu.my/73405/1/Imtiaz%2C%20Azhar%2C%20Syazwan%20%282019%29%20RIBAF.pdf
http://irep.iium.edu.my/73405/13/73405_Lead-Lag%20relationship%20between%20Bitcoin%20and%20Ethereum_scopus.pdf
http://irep.iium.edu.my/73405/19/73405_Lead-Lag%20relationship%20between%20Bitcoin%20and%20Ethereum_wos.pdf
http://irep.iium.edu.my/73405/
https://www.sciencedirect.com/science/article/pii/S0275531919300522?via%3Dihub
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Institution: Universiti Islam Antarabangsa Malaysia
Language: English
English
English

Internet

http://irep.iium.edu.my/73405/1/Imtiaz%2C%20Azhar%2C%20Syazwan%20%282019%29%20RIBAF.pdf
http://irep.iium.edu.my/73405/13/73405_Lead-Lag%20relationship%20between%20Bitcoin%20and%20Ethereum_scopus.pdf
http://irep.iium.edu.my/73405/19/73405_Lead-Lag%20relationship%20between%20Bitcoin%20and%20Ethereum_wos.pdf
http://irep.iium.edu.my/73405/
https://www.sciencedirect.com/science/article/pii/S0275531919300522?via%3Dihub

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