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Is there any research on trading trends as a function of weekday, hour of day etc?
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It seems that volumes and prices (across currencies) often drop weekends, and pick up pace again gradually throughout the week. Is anyone aware of any "research" on this? i.e. trading metrics as a function of weekday, even hour of day? Cryptocurrencies are a bit different from stocks, as exchanges are truly global, and run 24/7 (and are often unstable, and occasionally disappear with all customer funds...). So, the dynamics must be different than other types of exchanges (commodities, stocks, funds etc) which are traded during discrete time windows only (and less prone to loose customer funds entirely).

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8 years ago