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~person:"Dubrovskiy, Mikhail"
~person:"Smith, Sean Stein"
~person:"Zhang, Wei"
~subject:"CAPM"
~type_genre:"Article in journal"
~type_genre:"Book section"
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Search: subject_exact:"Virtual currency"
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Dubrovskiy, Mikhail
Smith, Sean Stein
Zhang, Wei
Zaremba, Adam
7
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4
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3
Long, Huaigang
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Applied economics letters
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Fintech, pandemic, and the financial system : challenges and opportunities
1
International journal of finance & economics : IJFE
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1
Research in international business and finance
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1
Liquidity risk and expected cryptocurrency returns
Zhang, Wei
;
Li, Yi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 472-492
Persistent link: https://www.econbiz.de/10014253217
Saved in:
2
Cryptocurrencies meet equities : risk factors and asset-pricing relationships
Dobrynskaja, V. V.
;
Dubrovskiy, Mikhail
- In:
Fintech, pandemic, and the financial system : …
,
(pp. 95-111)
.
2023
Persistent link: https://www.econbiz.de/10014245454
Saved in:
3
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
4
Does size matter in the cryptocurrency market?
Li, Yi
;
Zhang, Wei
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Applied economics letters
27
(
2020
)
14
,
pp. 1141-1149
Persistent link: https://www.econbiz.de/10012267073
Saved in:
5
Is idiosyncratic volatility priced in cryptocurrency markets?
Zhang, Wei
;
Li, Yi
- In:
Research in international business and finance
54
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012550051
Saved in:
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