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タニザキ ヒサシ
Hisashi Tanizaki
谷崎 久志 所属 追手門学院大学 理工学部 数理・データサイエンス学科 職種 教授 |
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| 言語種別 | 英語 |
| 発行・発表の年月 | 2022/01 |
| 形態種別 | 外国学術誌（その他） |
| 査読 | 査読あり |
| 標題 | Intraday patterns of price clustering in Bitcoin |
| 執筆形態 | 共著・編著（代表編著を除く） |
| 掲載誌名 | Financial Innovation |
| 掲載区分 | 国外 |
| 出版社・発行元 | Springer Science and Business Media LLC |
| 巻・号・頁 | 8(4),pp.1-25 |
| 担当区分 | 最終著者 |
| 著者・共著者 | Donglian Ma,Hisashi Tanizaki |
| 概要 | <title>Abstract</title>In this study, an investigation is conducted into the phenomenon of price clustering in Bitcoin (BTC) denominated in the Japanese yen (JPY). It answers two questions using tick-by-tick data. The first is whether price clustering exists in BTC/JPY transactions, and the other is how the scale of price clustering varies throughout a trading day. With the assistance of statistical measures, the last two digits of BTC price were discovered to cluster at the numbers that end with ’00’. In addition, the scales of BTC/JPY clustering at ’00’ tended to decline at the specific hour intervals. This study contributes to the emerging literature on price clustering and investor behavior. |
| DOI | 10.1186/s40854-021-00307-4 |
| ISSN | 2199-4730 |
| PermalinkURL | https://link.springer.com/content/pdf/10.1186/s40854-021-00307-4.pdf |
| researchmap用URL | https://link.springer.com/article/10.1186/s40854-021-00307-4/fulltext.html |