RePEcCrypto & DeFi
Cryptocurrency Volatility
The paper finds that positive market returns at the high-frequency level increase price volatility in the cryptocurrency market, contradicting traditional financial literature.
Featured in No. 55 on 3 Jul 2024 · on release day
- Released
- 3 Jul 2024
- First featured
- No. 55 · 3 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 25
- Identifier
- RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00646-y
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).