Bitcoin is a digital currency traded on different exchanges for different prices; this feature implies important issues about arbitrage opportunities. In this paper we investigate whether strong or weak form of arbitrage strategies are indeed possible by trading across different Bitcoin Exchanges. Our investigation, both theoretically and practically, gives as a result that arbitrage is indeed possible.

Is Arbitrage Possible in the Bitcoin Market? (Work-In-Progress Paper)

Bistarelli, Stefano;Patacca, Marco
2019-01-01

Abstract

Bitcoin is a digital currency traded on different exchanges for different prices; this feature implies important issues about arbitrage opportunities. In this paper we investigate whether strong or weak form of arbitrage strategies are indeed possible by trading across different Bitcoin Exchanges. Our investigation, both theoretically and practically, gives as a result that arbitrage is indeed possible.
2019
978-3-030-13341-2
Bitcoin, Application, Arbitrage
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11562/1013158
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 9
  • ???jsp.display-item.citation.isi??? ND
social impact