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CRIX an index for cryptocurrencies
Trimborn, Simon; Härdle, Wolfgang - In: Journal of empirical finance 49 (2018), pp. 107-122
Persistent link: https://www.econbiz.de/10012117725
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US equity mean-reversion examined
Liew, Jim; Roberts, Ryan - In: Risks : open access journal 1 (2013) 3, pp. 162-175
In this paper we introduce an intra-sector dynamic trading strategy that captures mean-reversion opportunities across liquid U.S. stocks. Our strategy combines the Avellaneda and Lee methodology (AL; Quant. Financ. 2010, 10, 761-782) within the Black and Litterman framework (BL; J. Fixed Income,...
Persistent link: https://www.econbiz.de/10010338334
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Arbitrage portfolios
Kim, Soohun; Korajczyk, Robert A.; Neuhierl, Andreas - In: The review of financial studies 34 (2021) 6, pp. 2813-2856
Persistent link: https://www.econbiz.de/10012546317
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The relationship between Bitcoin returns and trade policy uncertainty
Gozgor, Giray; Tiwari, Aviral Kumar; Demir, Ender; … - In: Finance research letters 29 (2019), pp. 75-82
Persistent link: https://www.econbiz.de/10012417919
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Diversification, integration and cryptocurrency market
Anyfantaki, Sofia; Arvanitis, Stelios; Topaloglou, Nikolas - 2018
Persistent link: https://www.econbiz.de/10011855663
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The economic value of Bitcoin : a portfolio analysis of currencies, gold, oil and stocks
Symitsi, Efthymia; Chalvatzis, Konstantinos J. - In: Research in international business and finance 48 (2019), pp. 97-110
Persistent link: https://www.econbiz.de/10012135851
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Asymmetric effects on risks of Virtual Financial Assets (VFAs) in different regimes : a case of Bitcoin
Li, Zhenghui; Dong, Hao; Huang, Zhehao; Failler, Pierre - In: Quantitative finance and economics 2 (2018) 4, pp. 860-883
Persistent link: https://www.econbiz.de/10012176121
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Have cryptocurrencies become an inflation hedge after the reopening of the U.S. economy?
Sakurai, Yuji; Kurosaki, Tetsuo - In: Research in international business and finance 65 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014436112
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Financial literacy, risk tolerance, and cryptocurrency ownership in the United States
Hayashi, Fumiko; Routh, Aditi - 2024
Persistent link: https://www.econbiz.de/10014520499
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Control strategy to trade cryptocurrencies
Kokeš, Josef - In: International journal of business & management : IJoBM 5 (2017) 1, pp. 62-69
Persistent link: https://www.econbiz.de/10011675206