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STO vs. ICO : a theory of token issues under moral hazard and demand uncertainty
Miglo, Anton - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-35
This paper considers a financing problem for an innovative firm that is launching a web-based platform. The entrepreneur, on one hand, faces a large degree of demand uncertainty on his product and on the other hand has to deal with incentive problems of professional blockchain participants who...
Persistent link: https://www.econbiz.de/10012587665
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Nowcasting bitcoin's crash risk with order imbalance
Koutmos, Dimitrios; Wang Chun Wei - In: Review of quantitative finance and accounting 61 (2023) 1, pp. 125-154
Persistent link: https://www.econbiz.de/10014341029
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Optimizing portfolio risk of cryptocurrencies using data-driven risk measures
Bowala, Sulalitha; Singh, Japjeet - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-16
normality of the portfolio returns leads to the underestimation of portfolio risk. Cryptocurrencies are a decentralized digital … reveal a very high excess kurtosis and skewness for returns of cryptocurrencies. In order to incorporate larger skewness and … kurtosis of the cryptocurrencies, a data-driven portfolio risk measure is minimized to obtain the optimal portfolio weights. A …
Persistent link: https://www.econbiz.de/10013471488
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One crash, too many : global uncertainty, sentiment factors and cryptocurrency market
Sakariyahu, Rilwan; Lawal, Rodiat; Adigun, Rasheed; … - In: Journal of international financial markets, … 94 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015063197
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Buyer-seller uncertainty : a systematic review and future research directions
Mullins, Ryan; Chase, Kevin S.; Friend, Scott B. - In: Journal of personal selling & sales management : JPSSM 44 (2024) 1, pp. 29-49
Persistent link: https://www.econbiz.de/10014515162
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Mispricing of risk in sovereign bond markets with asymmetric information
Mihm, Benedikt - In: German economic review 17 (2016) 4, pp. 491-511
Persistent link: https://www.econbiz.de/10011665778
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Objective and subjective risks of investing into cryptocurrencies
Angerer, Martin; Hoffmann, Christian Hugo; Neitzert, Florian - In: Finance research letters 40 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012819832
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Does economic policy uncertainty affect cryptocurrency markets? : evidence from Twitter-based uncertainty measures
Wu, Wanshan; Tiwari, Aviral Kumar; Gozgor, Giray; … - In: Research in international business and finance 58 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013286535
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The time-varying correlation between cryptocurrency policy uncertainty and cryptocurrency returns
Karaömer, Yunus - In: Studies in economics and finance 39 (2022) 2, pp. 297-310
Persistent link: https://www.econbiz.de/10013173213
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Economic policy uncertainty and cryptocurrency volatility
Yen, Kuang-Chieh; Cheng, Hui-Pei - In: Finance research letters 38 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012485521