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Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets

dc.contributor.authorLee, Seungho
dc.contributor.authorSwitzer, Lorne
dc.contributor.authorEl Meslmani, Nabil
dc.date.accessioned2021-08-19T23:07:48Z
dc.date.available2021-08-19T23:07:48Z
dc.date.issued2020-10
dc.identifier.citationLee , S , Switzer , L & El Meslmani , N 2020 , ' Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets ' , Research in International Business and Finance , vol. 53 , 101200 . https://doi.org/10.1016/j.ribaf.2020.101200en
dc.identifier.issn0275-5319
dc.identifier.otherPURE: 148361731
dc.identifier.otherPURE UUID: 1a90b8a0-9c0a-48f5-a84d-1f5da6807e2e
dc.identifier.otherScopus: 85081223604
dc.identifier.otherWOS: 000540007100004
dc.identifier.urihttps://hdl.handle.net/2164/16967
dc.descriptionCRediT authorship contribution statement Seungho Lee: Data curation, Investigation, Formal analysis, Writing - original draft. Nabil El Meslmani: Conceptualization, Methodology, Validation, Writing - review & editing. Lorne N. Switzer: Conceptualization, Methodology, Formal analysis, Writing - original draft, Writing - review & editing, Supervision, Project administration.en
dc.language.isoeng
dc.relation.ispartofResearch in International Business and Financeen
dc.rights© 2020. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/en
dc.subjectBitcoinen
dc.subjectcryptocurrencyen
dc.subjectspeculationen
dc.subjectefficient marketsen
dc.subjectfutures arbitrageen
dc.subjectPRICESen
dc.subjectINEFFICIENCYen
dc.subjectBEHAVIORen
dc.subjectPREMIUMSen
dc.subjectSTOCK INDEX FUTURESen
dc.subjectHEDGING EFFECTIVENESSen
dc.subjectDISCOVERYen
dc.subjectCOINTEGRATIONen
dc.subjectVOLATILITYen
dc.subjectHG Financeen
dc.subjectBusiness, Management and Accounting (miscellaneous)en
dc.subjectFinanceen
dc.subject.lccHGen
dc.titlePricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Marketsen
dc.typeJournal articleen
dc.contributor.institutionUniversity of Aberdeen.Financeen
dc.description.statusPeer revieweden
dc.description.versionPostprinten
dc.identifier.doihttps://doi.org/10.1016/j.ribaf.2020.101200
dc.date.embargoedUntil2021-08-20
dc.identifier.urlhttp://www.scopus.com/inward/record.url?scp=85081223604&partnerID=8YFLogxKen
dc.identifier.vol53en


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