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Cryptocurrencies and momentum
Grobys, Klaus; Sapkota, Niranjan - In: Economics letters 180 (2019), pp. 6-10
Persistent link: https://www.econbiz.de/10012121731
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Seasonality in the cross-section of cryptocurrency returns
Long, Huaigang; Zaremba, Adam; Demir, Ender; … - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012439072
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Cryptocurrency Momentum and VIX premium
Chang, Hsuan-ling; Nie, Wei-ying; Chang, Li-han; Cheng, … - In: Finance research letters 57 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014507872
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Predicting intraday cryptocurrency returns - A sparse signals approach
Lalwani, Vaibhav; Meshram, Vedprakash - In: The journal of prediction markets 15 (2021) 1, pp. 3-9
Persistent link: https://www.econbiz.de/10012803496
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The impact of macroeconomic news on Bitcoin returns
Corbet, Shaen; Larkin, Charles; Lucey, Brian M.; … - In: The European journal of finance 26 (2020) 14, pp. 1396-1416
Persistent link: https://www.econbiz.de/10012264974
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Returns, volatility and the cryptocurrency bubble of 2017-18
Cross, Jamie; Hou, Chenghan; Trinh, Kelly - In: Economic modelling 104 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013164208
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Cryptocurrency returns, cybercrime and stock market volatility : GAS and regime switching approaches
Sanusi, Kazeem Abimbola; Dickason Koekemoer, Zandri - In: International journal of economics and financial issues … 12 (2022) 6, pp. 52-64
Persistent link: https://www.econbiz.de/10014227215
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Do stock market volatility and cybercrime affect cryptocurrency returns? : evidence from South African economy
Mthembu, Nosipho; Sanusi, Kazeem Abimbola; Eita, Joel … - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-15
The study investigates the effects of stock market volatility and cybercrime on cryptocurrency returns in the South … African economy. Daily time series data on four different types of cryptocurrencies (Bitcoin, Ethereum, Tether, and BMB) were …. Empirical findings suggest that stock market volatility has a positive impact on the returns of BNB, Bitcoin, and Ethereum …
Persistent link: https://www.econbiz.de/10014284309
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The volatility effect in China
Blitz, David; Hanauer, Matthias; Vliet, Willem Nicolaas van - In: The journal of asset management : a major new, … 22 (2021) 5, pp. 338-349
Persistent link: https://www.econbiz.de/10012614829
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The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns
Leong, Minhao; Kwok, Simon Sai Man - In: Journal of empirical finance 74 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014477057