Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies

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Authors: Alla A. Petukhina, Raphael C. G. Reule, Wolfgang Karl Härdle

Journal title: The European Journal of Finance

Journal number: 27/1-2

Journal publisher: Chapman & Hall

Published year: 2021

Published pages: 8-30

DOI identifier: 10.1080/1351847x.2020.1789684

ISSN: 1351-847X