Calendar anomalies and market volatility in selected cryptocurrencies
Year of publication: |
2023
|
---|---|
Authors: | Naz, Farah ; Sayyed, Madeeha ; Rehman, Ramiz Ur ; Naseem, Muhammad Akram ; Abdullah, Shamsul Nahar ; Ahmad, Muhammad Ishfaq |
Published in: |
Cogent business & management. - London : Taylor & Francis, ISSN 2331-1975, ZDB-ID 2837523-3. - Vol. 10.2023, 1, Art.-No. 2171992, p. 1-25
|
Subject: | calendar anomalies | cryptocurrency | Efficient Market Hypothesis | January effect | MGARCH | Monday effect | Kalendereffekt | Calendar effect | Börsenkurs | Share price | Effizienzmarkthypothese | Efficient market hypothesis | Zeit | Time | Virtuelle Währung | Virtual currency | Volatilität | Volatility | Kapitaleinkommen | Capital income | Saisonale Schwankungen | Seasonal variations |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/23311975.2023.2171992 [DOI] hdl:10419/294256 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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