SSRNTrading, Microstructure & Execution
Spot Bitcoin ETF Flows and Bitcoin Returns: Timestamp Alignment and Asymmetric Feedback
Correcting for timestamp mismatch between ETF and Bitcoin markets, the study finds that same-day flows predict next-day returns at 1.67 percentage points per billion of inflow, while prior Bitcoin returns predict flows.
Featured in No. 133 on 2 Oct 2026 · 2 days after release
- Released
- 30 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 7545019
- Authors
- Juraj Fabus et al.
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).