The Speculative (In)Efficiency of the CME Bitcoin Futures Market

Toshiko Matsui, Lewis Gudgeon. The Speculative (In)Efficiency of the CME Bitcoin Futures Market. In Panos M. Pardalos, Ilias S. Kotsireas, Yike Guo, William J. Knottenbelt, editors, 2nd International Conference on Mathematical Research for Blockchain Economy, MARBLE 2020, online, August 24, 2020. Springer Proceedings in Business and Economics, pages 91-103, Springer, 2020. [doi]

Authors

Toshiko Matsui

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Lewis Gudgeon

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