Cryptocurrency anomalies and economic constraints
Year of publication: |
2024
|
---|---|
Authors: | Fieberg, Christian ; Liedtke, Gerrit ; Zaremba, Adam |
Subject: | Anomalies | Asset pricing | Cryptocurrency markets | Economic constraints | Return predictability | Trading costs | Virtuelle Währung | Virtual currency | CAPM | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Welt | World | Finanzmarkt | Financial market | Prognoseverfahren | Forecasting model |
-
Machine learning and the cross-section of cryptocurrency returns
Cakici, Nusret, (2024)
-
Seasonality in the cross-section of cryptocurrency returns
Long, Huaigang, (2020)
-
Comovement and return predictability in asset markets : an experiment with two Lucas trees
Noussair, Charles, (2021)
- More ...
-
Cryptocurrency factor momentum
Fieberg, Christian, (2023)
-
Machine Learning Goes Global : Cross-Sectional Return Predictability in International Stock Markets
Cakici, Nusret, (2022)
-
Machine learning goes global : cross-sectional return predictability in international stock markets
Cakici, Nusret, (2023)
- More ...