FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2965861569> ?p ?o ?g. }

• W2965861569 endingPage "101243" @default.
• W2965861569 startingPage "101243" @default.
• W2965861569 abstract "We propose using the hourly share of trading volume and realized variance measures to explore Bitcoin's intraday periodicities on Bitstamp Exchange. Empirical results indicate that the trading activity resembles a reverse V-shaped pattern throughout the day. The Bitcoin market exhibits noticeably higher trading volume and volatility during hours that coincide with the daytime trading hours of European and US stock exchanges. While Bitcoin's volatility is marginally affected by the opening of Asian stock markets, trading volume is almost unaffected. Both variables are substantially higher on weekdays than weekends. Additionally, we uncover a bilateral causality relationship between these two intraday variables." @default.
• W2965861569 created "2019-08-13" @default.
• W2965861569 creator A5037611863 @default.
• W2965861569 creator A5051172962 @default.
• W2965861569 creator A5054650311 @default.
• W2965861569 date "2020-05-01" @default.
• W2965861569 modified "2023-10-10" @default.
• W2965861569 title "Time-of-day periodicities of trading volume and volatility in Bitcoin exchange: Does the stock market matter?" @default.
• W2965861569 cites W1509789218 @default.
• W2965861569 cites W1989824032 @default.
• W2965861569 cites W2018351240 @default.
• W2965861569 cites W2042442456 @default.
• W2965861569 cites W2067243889 @default.
• W2965861569 cites W2068138154 @default.
• W2965861569 cites W2108554238 @default.
• W2965861569 cites W2119643020 @default.
• W2965861569 cites W2143654996 @default.
• W2965861569 cites W2149523843 @default.
• W2965861569 cites W2162077858 @default.
• W2965861569 cites W2162656107 @default.
• W2965861569 cites W2162932778 @default.
• W2965861569 cites W2178225550 @default.
• W2965861569 cites W2523675164 @default.
• W2965861569 cites W2526568049 @default.
• W2965861569 cites W2539680302 @default.
• W2965861569 cites W2694190980 @default.
• W2965861569 cites W2736872974 @default.
• W2965861569 cites W2753174893 @default.
• W2965861569 cites W2782356201 @default.
• W2965861569 cites W2785114503 @default.
• W2965861569 cites W2793599258 @default.
• W2965861569 cites W2794141870 @default.
• W2965861569 cites W2809440298 @default.
• W2965861569 cites W2883043781 @default.
• W2965861569 cites W2897624602 @default.
• W2965861569 cites W2899406349 @default.
• W2965861569 cites W2913862548 @default.
• W2965861569 cites W2942351005 @default.
• W2965861569 cites W3121364726 @default.
• W2965861569 cites W3123090177 @default.
• W2965861569 cites W3123351111 @default.
• W2965861569 cites W3123444608 @default.
• W2965861569 cites W3124026849 @default.
• W2965861569 cites W3124360645 @default.
• W2965861569 cites W4256031309 @default.
• W2965861569 cites W4362236416 @default.
• W2965861569 doi "https://doi.org/10.1016/j.frl.2019.07.016" @default.
• W2965861569 hasPublicationYear "2020" @default.
• W2965861569 type Work @default.
• W2965861569 sameAs 2965861569 @default.
• W2965861569 citedByCount "14" @default.
• W2965861569 countsByYear W29658615692020 @default.
• W2965861569 countsByYear W29658615692021 @default.
• W2965861569 countsByYear W29658615692022 @default.
• W2965861569 countsByYear W29658615692023 @default.
• W2965861569 crossrefType "journal-article" @default.
• W2965861569 hasAuthorship W2965861569A5037611863 @default.
• W2965861569 hasAuthorship W2965861569A5051172962 @default.
• W2965861569 hasAuthorship W2965861569A5054650311 @default.
• W2965861569 hasConcept C10138342 @default.
• W2965861569 hasConcept C106159729 @default.
• W2965861569 hasConcept C127413603 @default.
• W2965861569 hasConcept C129824826 @default.
• W2965861569 hasConcept C138885662 @default.
• W2965861569 hasConcept C149782125 @default.
• W2965861569 hasConcept C151730666 @default.
• W2965861569 hasConcept C162324750 @default.
• W2965861569 hasConcept C18246116 @default.
• W2965861569 hasConcept C200870193 @default.
• W2965861569 hasConcept C204036174 @default.
• W2965861569 hasConcept C2780299701 @default.
• W2965861569 hasConcept C2780762169 @default.
• W2965861569 hasConcept C41895202 @default.
• W2965861569 hasConcept C556758197 @default.
• W2965861569 hasConcept C78508483 @default.
• W2965861569 hasConcept C78519656 @default.
• W2965861569 hasConcept C86803240 @default.
• W2965861569 hasConcept C91602232 @default.
• W2965861569 hasConceptScore W2965861569C10138342 @default.
• W2965861569 hasConceptScore W2965861569C106159729 @default.
• W2965861569 hasConceptScore W2965861569C127413603 @default.
• W2965861569 hasConceptScore W2965861569C129824826 @default.
• W2965861569 hasConceptScore W2965861569C138885662 @default.
• W2965861569 hasConceptScore W2965861569C149782125 @default.
• W2965861569 hasConceptScore W2965861569C151730666 @default.
• W2965861569 hasConceptScore W2965861569C162324750 @default.
• W2965861569 hasConceptScore W2965861569C18246116 @default.
• W2965861569 hasConceptScore W2965861569C200870193 @default.
• W2965861569 hasConceptScore W2965861569C204036174 @default.
• W2965861569 hasConceptScore W2965861569C2780299701 @default.
• W2965861569 hasConceptScore W2965861569C2780762169 @default.
• W2965861569 hasConceptScore W2965861569C41895202 @default.
• W2965861569 hasConceptScore W2965861569C556758197 @default.
• W2965861569 hasConceptScore W2965861569C78508483 @default.
• W2965861569 hasConceptScore W2965861569C78519656 @default.
• W2965861569 hasConceptScore W2965861569C86803240 @default.
• W2965861569 hasConceptScore W2965861569C91602232 @default.
• W2965861569 hasLocation W29658615691 @default.

• next