Essays about: "Martin Eimer"

Found 1 essay containing the words Martin Eimer.

  1. 1. Predictability of return and volatility in Bitcoin markets

    University essay from Göteborgs universitet/Graduate School

    Author : Martin Eimer; Lina Karlsson; [2018-07-03]
    Keywords : Bitcoin; Price Manipulation; Abnormal Liquidity; Spoofing; Limit Order Book; High Frequency Trading;

    Abstract : We study how abnormal liquidity affects the predictive power of returns and volatility in Bitcoin markets. The presence of abnormal liquidity can be explained by price manipulation which is the result from previous studies that found manipulators present in the market. READ MORE