QQ客服 官方微博 反馈留言

	Trading Volume and Return Volatility of Bitcoin Market: Evidence for the Sequential Information Arrival Hypothesis
	Wang, P.a; Zhang, W.a; Li, X.b; Shen, D.a
刊名	Journal of Economic Interaction and Coordination
	2019
卷号	Vol.14 No.2页码:377-418
关键词	Currencies
ISSN号	1860-711X
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/2899950
专题	天津大学
作者单位	1.aCollege of Management and Economics, Tianjin University, No. 92 Weijin Road, Nankai District, Tianjin, 300072, China 2.bSchool of Finance, Nankai University, Tianjin, 300350, China
推荐引用方式 GB/T 7714	Wang, P.a,Zhang, W.a,Li, X.b,et al. Trading Volume and Return Volatility of Bitcoin Market: Evidence for the Sequential Information Arrival Hypothesis[J]. Journal of Economic Interaction and Coordination,2019,Vol.14 No.2:377-418.
APA	Wang, P.a,Zhang, W.a,Li, X.b,&Shen, D.a.(2019).Trading Volume and Return Volatility of Bitcoin Market: Evidence for the Sequential Information Arrival Hypothesis.Journal of Economic Interaction and Coordination,Vol.14 No.2,377-418.
MLA	Wang, P.a,et al."Trading Volume and Return Volatility of Bitcoin Market: Evidence for the Sequential Information Arrival Hypothesis".Journal of Economic Interaction and Coordination Vol.14 No.2(2019):377-418.

个性服务

查看访问统计

相关权益政策

暂无数据

收藏/分享

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。