Up or down? : short-term reversal, momentum, and liquidity effects in cryptocurrency markets
Year of publication: |
2021
|
---|---|
Authors: | Zaremba, Adam ; Bilgin, Mehmet Huseyin ; Long, Huaigang ; Mercik, Aleksander ; Szczygielski, Jan J. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 78.2021, p. 1-16
|
Subject: | Asset pricing | Cryptocurrencies | Liquidity | Momentum | Return predictability | Short-term reversal | Size | The cross-section of returns | Kapitaleinkommen | Capital income | Liquidität | Virtuelle Währung | Virtual currency | CAPM | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Schätzung | Estimation | Anlageverhalten | Behavioural finance |
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