Bitcoin’s evening dance: Uncovering dynamic pricing patterns
This study delves into the evening trading trends in the Bitcoin market, particularly focusing on the role of dynamic pricing bounds. Employing a novel dataset, we uncover significant insights into how the interplay between demand-supply forces and market volatility shapes the evening price behavior of Bitcoin. Our findings highlight the influence of time-specific factors and investor sentiment on the formation of dynamic pricing boundaries, shedding light on the complex dynamics underlying Bitcoin’s price movements during evening trading hours.