Intraday return predictability in the cryptocurrency markets : momentum, reversal, or both
Year of publication: |
2022
|
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Authors: | Wen, Zhuzhu ; Bouri, Elie ; Xu, Yahua ; Zhao, Yang |
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. 62.2022, p. 1-18
|
Subject: | Bitcoin | Cryptocurrency markets | Economic value | Intraday return predictability | Market timing strategy | Momentum | Reversal | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Virtuelle Währung | Virtual currency | Portfolio-Management | Portfolio selection | Zeit | Time | Anlageverhalten | Behavioural finance |
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