Intraday return predictability in the cryptocurrency markets : momentum, reversal, or both
Zhuzhu Wen, Elie Bouri, Yahua Xu, Yang Zhao
| Year of publication: |
2022
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|---|---|
| Authors: | Wen, Zhuzhu ; Bouri, Elie ; Xu, Yahua ; Zhao, Yang |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 62.2022, p. 1-18
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| Subject: | Bitcoin | Cryptocurrency markets | Economic value | Intraday return predictability | Market timing strategy | Momentum | Reversal | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Wertpapierhandel | Securities trading | 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.najef.2022.101733 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013534113