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Published in 2020 at "Applied Economics Letters"
DOI: 10.1080/13504851.2020.1861183
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...
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Keywords:
manipulation evidence;
price manipulation;
bitcoin price;
evidence ... See more keywords