cryptocurrencies´ returns determinants and forecast their returns. To handle model uncertainty when modelling cryptocurrencies, we … estimators to explain the cryptocurrencies´ returns. We further introduce a novel model averaging approach or the shrinkage … Mallows model averaging (SMMA) estimator for forecasting. First, we find that the returns for most cryptocurrencies are …

of the four main cryptocurrencies in terms of market capitalization (BTC, ETH, USDT, BNB) and of four US stock market … market efficiency in the case of the cryptocurrencies but not of the stock market indices considered. They also indicate that … cryptocurrencies can be a useful tool for investors to diversify and hedge when required in the case of the US markets. …

We empirically test an information economics based theory of social preferences in which ego utility and self … a large price discount for the good. The combined evidence supports the self-signaling theory whereby price discounts …

We empirically test an information economics based theory of social preferences in which ego utility and self … a large price discount for the good. The combined evidence supports the self-signaling theory whereby price discounts …