An Investigation of the Presence of Anomalies in Digital Asset Market
This paper examines the cryptocurrency bitcoin to determine if there is evidence of the weekday effects, such as the Monday effect, during the period between January 2, 2011 and September 10, 2019. The study shows that Bitcoin exhibits a Monday effect at the 10% level of significance and a Tuesday...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Tuwhera Open Access Publisher
2020-06-01
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| Series: | Applied Finance Letters |
| Online Access: | https://ojs.aut.ac.nz/applied-finance-letters/article/view/266 |