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~person:"Ahmed, Walid M. A."
~person:"Sensoy, Ahmet"
~person:"Zhang, Wei"
~subject:"Capital income"
~type_genre:"Article in journal"
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Capital income
Virtual currency
30
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12
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12
Cryptocurrencies
10
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Ahmed, Walid M. A.
Sensoy, Ahmet
Zhang, Wei
Corbet, Shaen
8
Zaremba, Adam
7
Bouri, Elie
6
Urquhart, Andrew
6
Demir, Ender
5
Shen, Dehua
5
Yarovaya, Larisa
5
Lau, Chi Keung
4
Li, Yi
4
Wang, Pengfei
4
Ante, Lennart
3
Goodell, John W.
3
Gozgor, Giray
3
Jeribi, Ahmed
3
Long, Huaigang
3
Lucey, Brian M.
3
Plastun, Alex
3
Roubaud, David
3
Shahzad, Syed Jawad Hussain
3
Sung, Ming-chien
3
Ali, Shoaib
2
Apergēs, Nikolaos
2
Boukef Jlassi, Nabila
2
Będowska-Sójka, Barbara
2
Caporale, Guglielmo Maria
2
Catania, Leopoldo
2
Chan, Stephen
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Chen, Rongxin
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Dunbar, Kwamie
2
Fieberg, Christian
2
Fiedler, Ingo
2
Hammoudeh, Shawkat
2
Han, SeungOh
2
Hau, Liya
2
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Finance research letters
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1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of banking & finance
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ECONIS (ZBW)
12
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1
Liquidity risk and expected cryptocurrency returns
Zhang, Wei
;
Li, Yi
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 472-492
Persistent link: https://www.econbiz.de/10014253217
Saved in:
2
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Quang …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
Saved in:
3
Can investors' informed trading predict cryptocurrency returns? : evidence from machine learning
Wang, Yaqi
;
Wang, Chunfeng
;
Sensoy, Ahmet
;
Yao, Shouyu
; …
- In:
Research in international business and finance
62
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014247209
Saved in:
4
Stock market reactions to upside and downside volatility of Bitcoin : a quantile analysis
Ahmed, Walid M. A.
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012822118
Saved in:
5
Do higher-order realized moments matter for cryptocurrency returns?
Ahmed, Walid M. A.
;
Al Mafrachi, Mustafa
- In:
International review of economics & finance : IREF
72
(
2021
),
pp. 483-499
Persistent link: https://www.econbiz.de/10012671985
Saved in:
6
High-frequency return and volatility spillovers among cryptocurrencies
Sensoy, Ahmet
;
Silva, Thiago Christiano
;
Corbet, Shaen
; …
- In:
Applied economics
53
(
2021
)
37
,
pp. 4310-4328
Persistent link: https://www.econbiz.de/10012609755
Saved in:
7
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
8
MAX momentum in cryptocurrency markets
Li, Yi
;
Urquhart, Andrew
;
Wang, Pengfei
;
Zhang, Wei
- In:
International review of financial analysis
77
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012806335
Saved in:
9
How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? : the case of Bitcoin
Ahmed, Walid M. A.
- In:
Pacific-Basin finance journal
70
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013392319
Saved in:
10
Is idiosyncratic volatility priced in cryptocurrency markets?
Zhang, Wei
;
Li, Yi
- In:
Research in international business and finance
54
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012550051
Saved in:
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