Economics Letters · 2017 · 358 citations · 17 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsPricing TheoryCapital MarketsMarket MicrostructureAttentionClustering Of News ArticlesMedia AttentionPrice ClusteringPrice Pattern AnalysisRound Number PricingWhole Numbers
17
Andrew Urquhart · Economics Letters · 2016 · 1.2K citations
Volatility estimation for Bitcoin: A comparison of GARCH models
Paraskevi Katsiampa · Economics Letters · 2017 · 1.1K citations · Full text
Can volume predict Bitcoin returns and volatility? A quantiles-based approach
Mehmet Balcılar, Elie Bouri, Rangan Gupta et al. · Economic Modelling · 2017 · 717 citations
Stock Price Clustering and Discreteness
Lawrence Harris · Review of Financial Studies · 1991 · 599 citations