There is a large literature that analyzes time-specific anomalies in equity markets such as the Monday effect, the January effect and the Halloween effect. This study reports intra-day time-of-day, day-of-week, and month-of-year effects for Bitcoin returns and trading volume. Using more than 15 million observations from seven global and continuously-traded Bitcoin exchanges, we find time-specific anomalies in returns but no persistent effects across time. In contrast, we find persistent differences in trading activity across all exchanges with lower activity during local evening hours and on weekends. The results suggest that both retail and institutional investors are actively trading Bitcoin.