A seesaw effect in the cryptocurrency market : understanding the return cross predictability of cryptocurrencies
Year of publication: |
2023
|
---|---|
Authors: | Jia, Yuecheng ; Wu, Yangru ; Yan, Shu ; Liu, Yuzheng |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 74.2023, p. 1-30
|
Subject: | Cross predictability | Cryptocurrency | Information spillover | Money flow |
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