Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach

Research output: Contribution to journal › Article (Academic Journal) › peer-review

58 Citations (Scopus)

Original language	English
Article number	101725
Journal	International Review of Financial Analysis
Volume	75
Early online date	26 Mar 2021
DOIs	https://doi.org/10.1016/j.irfa.2021.101725
Publication status	Published - May 2021

Publisher Copyright:
© 2021

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title = "Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach",

author = "Kun Duan and Zeming Li and Andrew Urquhart and Jinqiang Ye",

note = "Publisher Copyright: {\textcopyright} 2021",

year = "2021",

month = may,

doi = "10.1016/j.irfa.2021.101725",

language = "English",

volume = "75",

journal = "International Review of Financial Analysis",

issn = "1057-5219",

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T1 - Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach

AU - Duan, Kun

AU - Li, Zeming

AU - Urquhart, Andrew

AU - Ye, Jinqiang

PY - 2021/5

Y1 - 2021/5

U2 - 10.1016/j.irfa.2021.101725

DO - 10.1016/j.irfa.2021.101725

M3 - Article (Academic Journal)

SN - 1057-5219

VL - 75

JO - International Review of Financial Analysis

JF - International Review of Financial Analysis

M1 - 101725

ER -