Cryptocurrency return reversals
Year of publication: |
2021
|
---|---|
Authors: | Kozlowski, Steven E. ; Puleo, Michael R. ; Zhou, Jizhou |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 28.2021, 11, p. 887-893
|
Subject: | Cryptocurrency | market efficiency | market liquidity | return predictability | short-term reversal | Effizienzmarkthypothese | Efficient market hypothesis | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Marktliquidität | Market liquidity | Schätzung | Estimation |
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