Consumer confidence and cryptocurrency excess returns : a three-factor model
Sanshao Peng, Syed Shams, Catherine Prentice, Tapan Sarker
| Year of publication: |
2024
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|---|---|
| Authors: | Peng, Sanshao ; Sharms, Syed ; Prentice, Catherine ; Sarker, Tapan |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Science, ISSN 1044-0283, ZDB-ID 2027996-6. - Vol. 62.2024, Art.-No. 101029, p. 1-22
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| Subject: | Cryptocurrency returns | Consumer confidence | Factor model | Cryptocurrency size | Momentum factors | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Konsumentenverhalten | Consumer behaviour | Portfolio-Management | Portfolio selection | Vertrauen | Confidence | CAPM | Verbrauchervertrauensindex | Consumer confidence index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.gfj.2024.101029 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015422153