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This paper investigates the effects of the launch of Bitcoin futures on theintraday volatility of Bitcoin. Based on one-minute price data collected fromfour cryptocurrency exchanges, we first examine the change in realizedvolatility after the introduction of Bitcoin futures to investigate theiraggregate effects on the intraday volatility of Bitcoin. We then analyze theeffects in more detail utilizing the discrete Fourier transform. We show thatalthough the Bitcoin market became more volatile immediately after theintroduction of Bitcoin futures, over time it has become more stable than itwas before the introduction.

The Effects of the Introduction of Bitcoin Futures on the Volatility of Bitcoin Returns