Essays about: "Newey-West estimator"
Found 1 essay containing the words Newey-West estimator.
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1. Too Good to be True: Arbitrage in Bitcoin Markets
University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi; Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper examines arbitrage opportunities between cross-regional bitcoin exchanges from tick-level data from September 1, 2020, to January 31, 2021. We continue with a regression analysis to provide explanations for the cross-regional price differences. READ MORE
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