Sökning: "Coinbase"

Hittade 3 uppsatser innehållade ordet Coinbase.

  1. 1. Out of the Books and Into the Woods

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Elisabeth Molin; [2023]
    Nyckelord :Limit Order Book; Cryptocurrency; Random forest; Market Microstructure; Lead-lag; Business and Economics;

    Sammanfattning : The objective of this thesis is to analyze the predictive power of the cryptocurrency limit order book for return predictions. The analysis is performed for the BTC/USD and ETH/USD directional 10-second returns, using limit order book data from three of the largest cryptocurrency spot exchanges. LÄS MER

  2. 2. GARCH and GAS: Comparison of volatility models for Bitcoin in different exchanges

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Mohammad Rashidi Ranjbar; [2020-07-08]
    Nyckelord :Bitcoin; Volatility Modelling; GAS; GARCH; Realized GARCH; Coinbase; Bitfinex; Bitstamp;

    Sammanfattning : Different characteristics of cryptocurrencies have been investigated by a number of studies. In this study, I focus on conditional volatility of Bitcoin in three exchanges which are Coinbase, Bitfinex and Bitstamp. LÄS MER

  3. 3. The Impact of Regulatory Initiatives on Bitcoin: A study on the first regulated exchange in the United States

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Victor Wellenstam; Douglas Stark; [2015]
    Nyckelord :Bitcoin; BTC; Cryptocurrency; Event Study; Regulations;

    Sammanfattning : This paper examines how the bitcoin market reacted to the opening of Coinbase, the first regulated bitcoin exchange in the United States. Despite existing controversies towards regulating cryptocurrencies, we conclude that the market reacts positively to the announcement, with statistically significant abnormal returns. LÄS MER