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~person:"Smith, Sean Stein"
~person:"Zhang, Wei"
~subject:"CAPM"
~subject:"Portfolio selection"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Book section"
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Search: subject_exact:"Virtual currency"
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CAPM
Portfolio selection
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Virtual currency
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Virtuelle Währung
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9
cryptocurrency
6
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5
Rechnungswesen
5
blockchain
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Smith, Sean Stein
Zhang, Wei
Bouri, Elie
26
Corbet, Shaen
18
Lucey, Brian M.
18
Tiwari, Aviral Kumar
11
Urquhart, Andrew
11
Yousaf, Imran
10
Härdle, Wolfgang
9
Mensi, Walid
9
Roubaud, David
9
Sensoy, Ahmet
9
Yarovaya, Larisa
9
Goodell, John W.
8
Kang, Sang Hoon
8
Katsiampa, Paraskevi
7
Shahzad, Syed Jawad Hussain
7
Wang, Pengfei
7
Zaremba, Adam
7
Al-Yahyaee, Khamis Hamed
6
Gozgor, Giray
6
Gubareva, Mariya
6
Platanakis, Emmanouil
6
Shen, Dehua
6
Guesmi, Khaled
5
Jeribi, Ahmed
5
Kyriazis, Nikolaos A.
5
Li, Yi
5
Naeem, Muhammad Abubakr
5
Xuan Vinh Vo
5
Ahmed, Walid M. A.
4
Będowska-Sójka, Barbara
4
Caporale, Guglielmo Maria
4
Demir, Ender
4
Gabauer, David
4
Koutmos, Dimitrios
4
Lau, Chi Keung
4
Sitara Karim
4
Sutcliffe, Charles M. S.
4
Abakah, Emmanuel Joel Aikins
3
Abdullah, Mohammad
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Applied economics
1
Applied economics letters
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of banking & finance
1
Research in international business and finance
1
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ECONIS (ZBW)
6
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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
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:
3
MAX momentum in cryptocurrency markets
Li, Yi
;
Urquhart, Andrew
;
Wang, Pengfei
;
Zhang, Wei
- In:
International review of financial analysis
77
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012806335
Saved in:
4
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:
5
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:
6
Some stylized facts of the cryptocurrency market
Zhang, Wei
;
Wang, Pengfei
;
Li, Xiao
;
Shen, Dehua
- In:
Applied economics
50
(
2018
)
55
,
pp. 5950-5965
Persistent link: https://www.econbiz.de/10012062951
Saved in:
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