Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Alexander Dickerson"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::628bff44ff58ccdf3bdad8f2ead1fa2b
https://doi.org/10.2139/ssrn.4398449
https://doi.org/10.2139/ssrn.4398449
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2329af72d786720ad9fdb49bb381915f
https://doi.org/10.2139/ssrn.4138544
https://doi.org/10.2139/ssrn.4138544
Autor:
Alexander Dickerson
Publikováno v:
SSRN Electronic Journal.
Trading and speculating on Bitcoin is difficult. With large daily price movements and frequent price crashes, implementing quantitative trading strategies can be challenging. This paper presents a simple trading algorithm which uses the volume of Wik
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1dca0bcfd7115e3ee5ca66fdbb12130a
https://doi.org/10.2139/ssrn.3177738
https://doi.org/10.2139/ssrn.3177738
Autor:
Daniele Bianchi, Alexander Dickerson
Publikováno v:
SSRN Electronic Journal.
We investigate the information content of trading volume in the context of cryptocurrency markets and contribute to a growing literature that aims to understand the role of digital assets as an investment. The main results show that the interaction b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::284007f520f3807c12010097b56cbe7e
https://doi.org/10.2139/ssrn.3239670
https://doi.org/10.2139/ssrn.3239670