Xiaosai Liao

Southwestern University of Finance and Economics (SWUFE) - Institute of Chinese Financial Studies (ICFS)

Chengdu

China

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Scholarly Papers (1)

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Futures-Trading Activity and Jump Risk: Evidence From the Bitcoin Market

Number of pages: 46 Posted: 22 Jan 2021 Last Revised: 12 Oct 2021
Chuanhai Zhang, Huan Ma and Xiaosai Liao
Zhongnan University of Economics and Law - School of Finance, School of Finance and Southwestern University of Finance and Economics (SWUFE) - Institute of Chinese Financial Studies (ICFS)
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Abstract:

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Bitcoin futures; Lévy jumps; Granger causality; high-frequency data; Fintech