Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies
Crossref DOI link: https://doi.org/10.1007/s10479-022-04568-9
Published Online: 2022-02-19
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Bouri, Elie
Kristoufek, Ladislav
Ahmad, Tanveer
Shahzad, Syed Jawad Hussain http://orcid.org/0000-0003-3511-6057
Text and Data Mining valid from 2022-02-19
Version of Record valid from 2022-02-19
Article History
Accepted: 21 January 2022
First Online: 19 February 2022