Zhang, Pengcheng; Xu, Kunpeng; Huang, Jian; Qi, Jiayin - In: Financial innovation : FIN 10 (2024), pp. 1-36
This study employs a fxed-efects model to investigate the holiday efect in the cryptocurrency market, using trading … cryptocurrency market returns. However, when positive investor sentiment prevails in the cryptocurrency market, the holiday efect … generate consistent results. Moreover, this study explores the mechanisms underlying the cryptocurrency holiday efect and …