The effect of symmetric and asymmetric information on volatility structure of crypto-currency markets: a case study of bitcoin currency
Purpose – This paper aims to examine whether the crypto-currencies’ market returns are symmetric or asymmetric informative, through analysing the daily logarithmic returns of bitcoin currency over the period of 2011-2017. Design/methodology/approach – In doing so, the symmetric informative analy...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English English |
| Published: |
Emerald Publisher
2019
|
| Subjects: | |
| Online Access: | http://irep.iium.edu.my/72480/ http://irep.iium.edu.my/72480/ http://irep.iium.edu.my/72480/ http://irep.iium.edu.my/72480/8/72480%20The%20effect%20of%20symmetric%20-SCOPUS.pdf http://irep.iium.edu.my/72480/19/72480%20-%20The%20effect%20of%20symmetric%20and%20asymmetric%20information.pdf |