most citedThe Effects of the Introduction of Bitcoin Futures on the Volatility of Bitcoin Returns

9 citations · 9 across the 1 of their papers we have counts for

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1 paper

q-fin.TR2019★ 9 cited

The Effects of the Introduction of Bitcoin Futures on the Volatility of Bitcoin Returns

Wonse Kim, Junseok Lee, Kyungwon Kang

This paper investigates the effects of the launch of Bitcoin futures on the intraday volatility of Bitcoin. Based on one-minute price data collected from four cryptocurrency exchan…