Is the turn of the month an anomaly on which an investment strategy could be based? : evidence from Bitcoin and Ethereum
Year of publication: |
2023
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Authors: | Vasileiou, Evangelos |
Published in: |
International journal of banking, accounting and finance : IJBAAF. - Genève [u.a.] : Inderscience Enterprises, ISSN 1755-3849, ZDB-ID 2471984-5. - Vol. 13.2023, 3, p. 388-402
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Subject: | Bitcoin | Ethereum | EMH | calendar anomalies | efficient market hypothesis | investment strategies | pricing efficiency | TOM | turn of the month effect |
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