Time-dependent relations between gaps and returns in a Bitcoin order book

@article{MotaNavarro2022TimedependentRB,
  title={Time-dependent relations between gaps and returns in a Bitcoin order book},
  author={Roberto Mota-Navarro and Paulino Monroy-Castillero and Francois Leyvraz},
  journal={Quantitative Finance},
  year={2022}
}
Roberto Mota Navarro, a) Paulino Monroy Castillero, b) and Francois Leyvraz c) Instituto de Ciencias F́ısicas, Universidad Nacional Autónoma de México, Cuernavaca, Morelos, 62210, México. Department of Solar Energy and Environmental Physics, Swiss Institute for Dryland Environmental and Energy Research, Blaustein Institutes for Desert Research (BIDR), Ben-Gurion University of the Negev, Sede Boqer Campus, 8499000 Midreshet Ben-Gurion, Israel 

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