Cryptocurrencies and the low volatility anomaly
Year of publication: |
2021
|
---|---|
Authors: | Burggraf, Tobias ; Rudolf, Markus |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 40.2021, p. 1-8
|
Subject: | Cryptocurrencies | Asset pricing | Low volatility | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Börsenkurs | Share price | CAPM |
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