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We analyse 519.4 million Bitcoin orders placed on Gemini Exchange during January 2016-August 2019 and find limit orders dominate at 99.92%. We document order-based evidence of price manipulation du... Click to show full abstract
We analyse 519.4 million Bitcoin orders placed on Gemini Exchange during January 2016-August 2019 and find limit orders dominate at 99.92%. We document order-based evidence of price manipulation du...
Keywords:
manipulation evidence;
price manipulation;
bitcoin price;
evidence
Journal Title: Applied Economics Letters
Year Published: 2020
Link to full text (if available)
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Journal Title: Applied Economics Letters
Year Published: 2020
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!