Is liquidity risk priced in cryptocurrency markets?
Year of publication: |
2023
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Authors: | Han, SeungOh |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 30.2023, 17, p. 2481-2487
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Subject: | asset pricing | Cross-sectional returns | cryptocurrency | Liquidity risk | Virtuelle Währung | Virtual currency | CAPM | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Liquidität | Liquidity | Marktliquidität | Market liquidity | Risikoprämie | Risk premium |
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