Cryptocurrencies in portfolios : return-liquidity trade-off around China forbidding initial coin offerings
Year of publication: |
2021
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Authors: | Zhang, Sijia ; Gregoriou, Andros |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 28.2021, 12, p. 1036-1040
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Subject: | Amihud ratio | bid-ask spread | Cryptocurrency | liquidity | portfolio returns | Virtuelle Währung | Virtual currency | Portfolio-Management | Portfolio selection | China | Geld-Brief-Spanne | Bid-ask spread | Kapitaleinkommen | Capital income | Liquidität | Liquidity | Welt | World |
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