Liquidity risk and expected cryptocurrency returns
Year of publication: |
2023
|
---|---|
Authors: | Zhang, Wei ; Li, Yi |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 1, p. 472-492
|
Subject: | Amihud | cross-section of cryptocurrency returns | cryptocurrency | Fama-MacBeth regression | liquidity risk | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Liquidität | Liquidity | Welt | World | Portfolio-Management | Portfolio selection | Risiko-Ertrags-Verhältnis | Risk-return tradeoff | CAPM |
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