Lead-lag relationship between Bitcoin and Ethereum: evidence from hourly and daily data

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Lead-lag relationship between Bitcoin and Ethereum: evidence from hourly and daily data

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 markets. While interest i...

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Bibliographic Details
Main Authors:	Mohamad, Azhar, Sifat, Imtiaz Mohammad, Mohamed Shariff, Mohammad Syazwan
Format:	Article
Language:	English English English
Published:	Elsevier 2019
Subjects:	HG4501 Stocks, investment, speculation
Online Access:	http://irep.iium.edu.my/73405/ http://irep.iium.edu.my/73405/1/Imtiaz%2C%20Azhar%2C%20Syazwan%20%282019%29%20RIBAF.pdf http://irep.iium.edu.my/73405/13/73405_Lead-Lag%20relationship%20between%20Bitcoin%20and%20Ethereum_scopus.pdf http://irep.iium.edu.my/73405/19/73405_Lead-Lag%20relationship%20between%20Bitcoin%20and%20Ethereum_wos.pdf

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