Common risk factors in the returns on cryptocurrencies
Weiyi Liu, Xuan Liang, Guowei Cui
| Year of publication: |
2020
|
|---|---|
| Authors: | Liu, Weiyi ; Liang, Xuan ; Cui, Guowei |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 86.2020, p. 299-305
|
| Subject: | Cryptocurrency | Market return | Size | Momentum | Factor model | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | CAPM | Portfolio-Management | Portfolio selection | Welt | World | Faktorenanalyse | Factor analysis | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2019.09.035 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012415860