Lead-Lag relationship between Bitcoin and Ethereum: Evidence from hourly and daily data
Sign Up to like & getrecommendations! Published in 2019 at "Research in International Business and Finance"
DOI: 10.1016/j.ribaf.2019.06.012
Abstract: This paper investigates lead-lag relationship between heavyweight cryptocurrencies Bitcoin and Ethereum. Traditional studies of information flow between markets preponderate on cash vs. futures, whereby researchers are interested in the stabilizing impact of futures on spot… read more here.
Keywords: lag relationship; hourly daily; lead lag; bitcoin ethereum ... See more keywords
The lead lag relationship between convertible bonds and stocks: a perspective based on trading mechanism
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DOI: 10.1080/00036846.2024.2337815
Abstract: ABSTRACT Based on minute-level high-frequency data, this paper examines the lead-lag relationship between convertible bonds and the stock market by using the thermal optimal path method. It is found that convertible bonds lead the stock… read more here.
Keywords: relationship convertible; trading; lag relationship; convertible bonds ... See more keywords
Lead-lag relationship between futures and spot FX market in India
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DOI: 10.1108/ijmf-01-2017-0001
Abstract: The purpose of this paper is to study the lead-lag relationship between the futures and spot foreign exchange (FX) market in India to understand the price discovery mechanism and the relationship between these two markets.,The… read more here.
Keywords: relationship futures; market; lead lag; relationship ... See more keywords