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The European Journal of Finance Volume 27, 2021 - Issue 4-5: Initial Coin Offerings and Fintech
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Articles

Bitcoin futures: trade it or ban it?

Shimeng Shia Curtin University Malaysia, Miri, Malaysia
&
Yukun Shib Adam Smith Business School, University of Glasgow, Glasgow, UKCorrespondence[email protected]
Pages 381-396 | Received 13 Aug 2018, Accepted 17 Jul 2019, Published online: 30 Jul 2019

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Read on this site (4)

Shimeng Shi, Jia Zhai & Yingying Wu. (2023) Informational inefficiency on bitcoin futures. The European Journal of Finance 0:0, pages 1-26.
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Jeremy Eng-Tuck Cheah, Di Luo, Zhuang Zhang & Ming-Chien Sung. (2022) Predictability of bitcoin returns. The European Journal of Finance 28:1, pages 66-85.
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Tak Kuen Siu & Robert J. Elliott. (2021) Bitcoin option pricing with a SETAR-GARCH model. The European Journal of Finance 27:6, pages 564-595.
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Pierre J. Venter, Eben Mare & Edson Pindza. (2020) Price discovery in the cryptocurrency option market: A univariate GARCH approach. Cogent Economics & Finance 8:1.
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Articles from other publishers (8)

Patrick Augustin, Alexey Rubtsov & Donghwa Shin. (2023) The Impact of Derivatives on Spot Markets: Evidence from the Introduction of Bitcoin Futures Contracts. Management Science 69:11, pages 6752-6776.
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Ao Shu, Feiyang Cheng, Jianlei Han, Zini Liang & Zheyao Pan. (2023) Arbitrage across different Bitcoin exchange venues: Perspectives from investor base and market related events. Accounting & Finance.
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Muhammad Anas, Syed Jawad Hussain Shahzad & Larisa Yarovaya. (2023) The use of high-frequency data in cryptocurrency research: A meta-review of literature with bibliometric analysis. SSRN Electronic Journal.
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Weige Huang & Xiang Gao. (2023) Forecasting Bitcoin Futures: A Lasso-BMA Two-Step Predictor Selection for Investment and Hedging Strategies. SAGE Open 13:1, pages 215824402311516.
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Magsud GUBADLI & Vedat SARIKOVANLIK. (2022) KRİPTO PARA PİYASASINDA VOLATİL DAVRANIŞLARIN ASİMETRİK STOKASTİK VOLATİLİTE MODELİ İLE TESTİTEST OF VOLATILITY BEHAVIORS ON THE CRYPTO CURRENCY MARKET WITH THE ASYMMETRIC STOCHASTIC VOLATILITY MODEL. International Journal of Management Economics and Business.
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Stephen Chan, Jeffrey Chu, Yuanyuan Zhang & Saralees Nadarajah. (2022) An extreme value analysis of the tail relationships between returns and volumes for high frequency cryptocurrencies. Research in International Business and Finance 59, pages 101541.
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. (2021) B: Financial Instruments and Markets. World Banking Abstracts 38:3, pages 164-173.
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Xiaoju Zhao, Wenxuan Hou, Jiafu An, Xianda Liu & Yun Zhang. (2020) Initial Coin Offerings: What Rights Do Investors Have (If Any)?. SSRN Electronic Journal.
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