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Abstract This paper extends current literature on price clustering in Bitcoin market. We analyze intraday data of various time frames and document evidence of clustering for open, high and low… Click to show full abstract
Abstract This paper extends current literature on price clustering in Bitcoin market. We analyze intraday data of various time frames and document evidence of clustering for open, high and low prices. We discover and explain different patterns of clustering and their relation with the time frame. We further examine the effect of price level on these findings.
Keywords:
bitcoin market;
clustering bitcoin;
price clustering;
price
Journal Title: Finance Research Letters
Year Published: 2020
Link to full text (if available)
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Journal Title: Finance Research Letters
Year Published: 2020
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!