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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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2021
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| Subjects: | |
| 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 |