{"id":2022,"date":"2020-10-06T16:29:29","date_gmt":"2020-10-06T15:29:29","guid":{"rendered":"https:\/\/research.reading.ac.uk\/economics\/?post_type=tribe_events&p=2022"},"modified":"2021-05-19T10:25:47","modified_gmt":"2021-05-19T09:25:47","slug":"virtual-seminar-shixuan-wang","status":"publish","type":"tribe_events","link":"https:\/\/research.reading.ac.uk\/economics\/event\/virtual-seminar-shixuan-wang\/","title":{"rendered":"Virtual Seminar – Shixuan Wang"},"content":{"rendered":"

Title: On the intraday return curves of bitcoin: predictability and trading opportunities<\/p>\n

Abstract: Motivated by the potential inferences from intraday price data in the controversial Bitcoin market, we apply functional data analyses to study cumulative intraday return (CIDR) curves.\u00a0 Our first analysis indicates that bitcoin intraday return curves are stationary, non-normal, uncorrelated, but exhibit conditional heteroscedastic. Then, we show the possibility of predictivity in the intraday cumulative return of bitcoins and assess forecasting performance. Finally, we utilize the functional forecasting methods to explore the intraday trading opportunities of bitcoins and the results find evidence of profitable trading opportunities based on intraday trading strategies, which confronts the efficient market hypothesis.<\/p>\n

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Title: On the intraday return curves of bitcoin: predictability and trading opportunities Abstract: Motivated by the potential inferences from intraday price data in the controversial Bitcoin market, we apply functional…Read More ><\/a><\/p>\n","protected":false},"author":415,"featured_media":0,"template":"","meta":{"_acf_changed":false,"om_disable_all_campaigns":false,"_monsterinsights_skip_tracking":false,"_monsterinsights_sitenote_active":false,"_monsterinsights_sitenote_note":"","_monsterinsights_sitenote_category":0,"_uf_show_specific_survey":0,"_uf_disable_surveys":false,"__cvm_playback_settings":[],"__cvm_video_id":"","_tribe_events_status":"","_tribe_events_status_reason":"","footnotes":""},"tags":[],"tribe_events_cat":[5],"coauthors":[68],"class_list":["post-2022","tribe_events","type-tribe_events","status-publish","hentry","tribe_events_cat-internal-seminars","cat_internal-seminars"],"acf":[],"aioseo_notices":[],"yoast_head":"\nVirtual Seminar - Shixuan Wang - Economics Research<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/research.reading.ac.uk\/economics\/event\/virtual-seminar-shixuan-wang\/\" \/>\n<meta property=\"og:locale\" content=\"en_GB\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Virtual Seminar - Shixuan Wang - Economics Research\" \/>\n<meta property=\"og:description\" content=\"Title: On the intraday return curves of bitcoin: predictability and trading opportunities Abstract: Motivated by the potential inferences from intraday price data in the controversial Bitcoin market, we apply functional...Read More >\" \/>\n<meta property=\"og:url\" content=\"https:\/\/research.reading.ac.uk\/economics\/event\/virtual-seminar-shixuan-wang\/\" \/>\n<meta property=\"og:site_name\" content=\"Economics Research\" \/>\n<meta property=\"article:modified_time\" content=\"2021-05-19T09:25:47+00:00\" \/>\n<meta name=\"twitter:card\" content=\"summary_large_image\" \/>\n<meta name=\"twitter:label1\" content=\"Estimated reading time\" \/>\n\t<meta name=\"twitter:data1\" content=\"1 minute\" \/>\n\t<meta name=\"twitter:label2\" content=\"Written by\" \/>\n\t<meta name=\"twitter:data2\" content=\"Steven Bosworth\" \/>\n<script type=\"application\/ld+json\" class=\"yoast-schema-graph\">{\"@context\":\"https:\/\/schema.org\",\"@graph\":[{\"@type\":\"WebPage\",\"@id\":\"https:\/\/research.reading.ac.uk\/economics\/event\/virtual-seminar-shixuan-wang\/\",\"url\":\"https:\/\/research.reading.ac.uk\/economics\/event\/virtual-seminar-shixuan-wang\/\",\"name\":\"Virtual Seminar - 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