Does transaction activity predict Bitcoin returns? : evidence from quantile-on-quantile analysis
Year of publication: |
2021
|
---|---|
Authors: | Hau, Liya ; Zhu, Huiming ; Shahbaz, Muhammad ; Sun, Wuqin |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 55.2021, p. 1-11
|
Subject: | Bitcoin | Distributional predictability | Quantile-on-quantile regression | Return | Transaction activity | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Transaktionskosten | Transaction costs | Schätzung | Estimation |
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