Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies

Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies

This research analyses high-frequency data of the cryptocurrency market in regards to intraday trading patterns related to algorithmic trading and its impact on the European cryptocurrency market. We study trading quantitatives such as returns, traded volumes, volatility periodicity, and provide sum...

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Bibliographic Details
Main Authors: PETUKHINA, Alla A, REULE, Raphael C. G., HARDLE, Wolfgang Karl
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2021
Subjects:
Cryptocurrency
High-Frequency Trading
Algorithmic Trading
Liquidity
Volatility
Price Impact
FinTech
CRIX
Finance and Financial Management
Technology and Innovation
Online Access:https://ink.library.smu.edu.sg/skbi/3
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1002&context=skbi
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/skbi/3
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1002&context=skbi

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