Showing 1 - 8 of 8
Persistent link: https://www.econbiz.de/10012550051
Persistent link: https://www.econbiz.de/10013256328
Persistent link: https://www.econbiz.de/10012806335
Persistent link: https://www.econbiz.de/10012267073
Persistent link: https://www.econbiz.de/10014253217
Persistent link: https://www.econbiz.de/10013533174
Persistent link: https://www.econbiz.de/10014472179
This paper studies the MAX effect, the relationship between maximum daily returns and future returns in the cryptocurrency market. The cryptocurrency market is an ideal setting for the MAX effect, due to its lottery-like features (i.e., large positive skewness). Contrary to findings in other...
Persistent link: https://www.econbiz.de/10013228841