post-meridian trading

**Quantitative Analysis of Post-Meridian Bitcoin Market Dynamics**

This study employs econometric techniques to investigate the market behavior of Bitcoin during the post-meridian hours. We utilize high-frequency data to capture the intricate dynamics of this novel asset class. Our findings reveal that post-meridian trading exhibits distinct characteristics, including elevated volatility, increased correlations with traditional financial markets, and a heightened response to news and social media chatter. By quantifying these market dynamics, we enhance our understanding of Bitcoin’s price formation and provide valuable insights for traders and policymakers alike.