The effect of symmetric and asymmetric information on
volatility structure of crypto-currency markets: a case study of bitcoin currency

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The effect of symmetric and asymmetric information on volatility structure of crypto-currency markets: a case study of bitcoin currency

Purpose – This paper aims to examine whether the crypto-currencies’ market returns are symmetric or asymmetric informative, through analysing the daily logarithmic returns of bitcoin currency over the period of 2011-2017. Design/methodology/approach – In doing so, the symmetric informative analy...

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Bibliographic Details
Main Authors:	Othman, Anwar Hasan Abdullah, Syed Jaafar Alhabshi, Syed Musa, Haron, Razali
Format:	Article
Language:	English English English
Published:	Emerald Publisher 2019
Subjects:	HG201 Money HG3691 Credit
Online Access:	http://irep.iium.edu.my/72480/ http://irep.iium.edu.my/72480/19/72480%20-%20The%20effect%20of%20symmetric%20and%20asymmetric%20information.pdf http://irep.iium.edu.my/72480/25/72480_The%20effect%20of%20symmetric%20and%20asymmetric%20information_scopus.pdf http://irep.iium.edu.my/72480/26/72480_The%20effect%20of%20symmetric%20and%20asymmetric%20information_wos.pdf

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