Daniel F. Heck

University of Sussex Business School

Sussex House

Falmer

Brighton, Sussex BNI 9RH

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

663

SSRN CITATIONS

4

CROSSREF CITATIONS

4

Scholarly Papers (2)

1.

Price Discovery, High-Frequency Trading and Jumps in Bitcoin Markets

Number of pages: 27 Posted: 13 May 2019 Last Revised: 12 Oct 2020
Carol Alexander and Daniel F. Heck
University of Sussex Business School and University of Sussex Business School
Downloads 481 (67,868)
Citation 6

Abstract:

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Bitcoin Reference Rate (BRR); Coinbase; Kraken; BitStamp; Gemini

2.

Price Discovery in Bitcoin: The Impact of Unregulated Markets

Journal of Financial Stability, Volume 50, October 2020, Article Number 100776
Number of pages: 34 Posted: 20 May 2020 Last Revised: 12 Oct 2020
Carol Alexander and Daniel F. Heck
University of Sussex Business School and University of Sussex Business School
Downloads 182 (190,423)
Citation 2

Abstract:

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Bitcoin ETF, Exchange-Traded Funds, Hedging, Information Shares, Impulse Response, Speculation, Manipulation