Trading volume and the predictability of return and volatility in the cryptocurrency market

Finance Research Letters - Tập 29 - Trang 340-346 - 2019
Elie Bouri1, Chi Keung Marco Lau2, Brian M. Lucey3, David Roubaud4
1USEK Business School, Holy Spirit University of Kaslik, Jounieh, Lebanon
2Department of Accountancy, Finance and Economics, Huddersfield Business School, University of Huddersfield, Queensgate, Huddersfield HD1 3DH, United Kingdom
3Trinity Business School, Trinity College Dublin, Dublin 2, Ireland
4Energy and Sustainable Development (ESD), Montpellier Business School, Montpellier, France

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