We find that three factors - cryptocurrency market, size, and momentum - capture the cross-sectional expected … cryptocurrency returns. We consider a comprehensive list of price- and market-related factors in the stock market, and construct … their cryptocurrency counterparts. Nine cryptocurrency factors form successful long-short strategies that generate sizable …

cryptocurrency returns can be predicted by factors which are specific to cryptocurrency markets. Specifically, we determine that … there is a strong time-series momentum effect and that proxies for investor attention strongly forecast cryptocurrency …

This paper shows that greater global spatial correlation of productivities can increase cross-country welfare … dispersion by increasing the correlation between a country's productivity and its gains from trade. We causally validate this …

In this paper we employ World Values Survey measures of life satisfaction as though they were direct measures of … life satisfaction is more closely linked to several World Bank measures of the quality of government than to real per …

Penn World Tables and of the World Development Indicators better estimate true income per capita. We find that revisions of …-price series in both PWT 8.0 and PWT 8.1, the two most recent vintages of the PWT. We additionally find that the World Development … Indicators are as good, and often better, measures of unobserved true income as are any recent vintages of the Penn World Tables …

based on differences in average answers to questions from the World Values Survey. Using a simple theoretical model we …