Which cryptocurrency data sources should scholars use?

@article{VidalToms2022WhichCD,
  title={Which cryptocurrency data sources should scholars use?},
  author={David Vidal-Tom{\'a}s},
  journal={International Review of Financial Analysis},
  year={2022}
}
  • D. Vidal-Tomás
  • Published 1 February 2022
  • International Review of Financial Analysis

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TLDR
It is demonstrated that the data processing used by specialised crypto firms is a relevant issue that changes the underlying mechanism of Bitcoin data, affecting the results of investors and scholars.
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ABSTRACT Most studies in the Bitcoin literature are focused on daily data without considering other options. Therefore, it is necessary to analyse Bitcoin features at different frequencies. In this
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The introduction of futures on Bitcoin eases the access of institutional investors to the market and offers an efficient way to short the cryptocurrency. We investigate the effect of this event on
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