CRYPTOCURRENCY MARKET DYNAMICS AROUND BITCOIN FUTURES EXPIRATION EVENTS

Authors

  • Radovan Vojtko QuantPedia, Dulovo namestie 14, Bratislava, 821 08, Slovak Republic, EU
  • Cyril Dujava

Keywords:

cryptocurrencies, market timing, own-research

Abstract

In the rapidly evolving landscape of cryptocurrency markets, understanding the underlying dynamics that drive price movements and investor sentiment can be a matter of survival. However, there are myriad facets of trading reality, and the only thing that we can do is to slowly understand them one after another, one step at a time. This article picks one corner of the cryptocurrency market and sheds a little light on it. We have already written a few times about the importance of the introduction of Bitcoin futures and their impact on the Bitcoin price. Therefore, in this article, we will specifically examine Bitcoin’s behavior around the critical events when Bitcoin futures expire.

References

Blasco, N., Corredor, P., Satrústegui, N., 2023. Is there an expiration effect in the bitcoin market? International Review of Economics Finance 85,647–663. URL: https://www.sciencedirect.com/science/article/pii/S1059056023000515, doi:https://doi.org/10.1016/j.iref.2023.02.013.

Shiller, R.J., 1993. Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures. Journal of Finance 48, 911–931. URL: https://ideas.repec. org/a/bla/jfinan/v48y1993i3p911-31.html.

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Published

2024-07-12

How to Cite

Vojtko, R. ., & Dujava, C. . (2024). CRYPTOCURRENCY MARKET DYNAMICS AROUND BITCOIN FUTURES EXPIRATION EVENTS. The Journal of Contemporary Issues in Business and Government, 30(3), 1–5. Retrieved from https://cibgp.com/au/index.php/1323-6903/article/view/2820

Issue

Vol. 30 No. 3 (2024): The journal of contemporary issues in business and government

Section

Articles

License

Copyright (c) 2024 Radovan Vojtko, Cyril Dujava

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