SSRNTrading, Microstructure & Execution
Does Crypto Trading Activity Follow New York Time? Cross-Venue and New York-London Evidence from Clock Changes
Bitcoin and Ether trading activity on major venues increases during the UTC window aligned with New York market open, with the effect appearing on both assets.
Featured in No. 133 on 2 Oct 2026 · 4 days after release
- Released
- 28 Sep 2026
- First featured
- No. 133 · 2 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7526338
- Authors
- Yuntao Wang
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).