Investigating the Efficiency of Bitcoin Futures in Price Discovery
The present study investigates the efficiency of the Bitcoin futures in the price discovery process by assessing the lead-lag relationship between the futures and spot prices of Bitcoin. The study tests whether the Bitcoin futures market is leading the price discovery mechanism for the Bitcoin spot...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2022-05-01
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| Series: | International Journal of Economics and Financial Issues |
| Subjects: | |
| Online Access: | https://econjournals.com/index.php/ijefi/article/view/12783 |