The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns

Minhao Leong, Simon Kwok

Year of publication:	2023
Authors:	Leong, Minhao ; Kwok, Simon Sai Man
Published in:	Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 74.2023, p. 1-21
Subject:	Cryptocurrency asset pricing \| Jumps \| Limits to arbitrage \| Virtuelle Währung \| Virtual currency \| CAPM \| Volatilität \| Volatility \| Portfolio-Management \| Portfolio selection \| Kapitaleinkommen \| Capital income \| Arbitrage \| Börsenkurs \| Share price \| Finanzmarkt \| Financial market \| Optionspreistheorie \| Option pricing theory \| Risikoprämie \| Risk premium

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