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~person:"Kang, Sang Hoon"
~person:"Larkin, Charles"
~person:"Wang, Pengfei"
~subject:"Kapitaleinkommen"
~type_genre:"Article in journal"
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Kapitaleinkommen
Virtual currency
33
Virtuelle Währung
33
Cryptocurrency
14
Welt
12
World
12
Cryptocurrencies
9
Portfolio selection
9
Portfolio-Management
9
Spillover effect
9
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9
Volatility
9
Volatilität
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Estimation
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Capital income
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Article in journal
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Kang, Sang Hoon
Larkin, Charles
Wang, Pengfei
Corbet, Shaen
8
Bouri, Elie
6
Urquhart, Andrew
6
Demir, Ender
5
Yarovaya, Larisa
5
Zaremba, Adam
5
Ahmed, Walid M. A.
4
Lau, Chi Keung
4
Li, Yi
4
Sensoy, Ahmet
4
Shen, Dehua
4
Zhang, Wei
4
Ante, Lennart
3
Gozgor, Giray
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Long, Huaigang
3
Lucey, Brian M.
3
Plastun, Alex
3
Roubaud, David
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Sung, Ming-chien
3
Ali, Shoaib
2
Apergēs, Nikolaos
2
Caporale, Guglielmo Maria
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Catania, Leopoldo
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Chan, Stephen
2
Chen, Rongxin
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Chu, Jeffrey
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Dunbar, Kwamie
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Fiedler, Ingo
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Goodell, John W.
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Hammoudeh, Shawkat
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Hau, Liya
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Jalan, Akanksha
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Jeribi, Ahmed
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Katsiampa, Paraskevi
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Koutmos, Dimitrios
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Finance research letters
1
International review of financial analysis
1
Journal of banking & finance
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The financial review : the official publication of the Eastern Finance Association
1
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ECONIS (ZBW)
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1
Bitcoin intraday time series momentum
Shen, Dehua
;
Urquhart, Andrew
;
Wang, Pengfei
- In:
The financial review : the official publication of the …
57
(
2022
)
2
,
pp. 319-344
Persistent link: https://www.econbiz.de/10013189512
Saved in:
2
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:
3
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:
4
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
5
A three-factor pricing model for cryptocurrencies
Shen, Dehua
;
Urquhart, Andrew
;
Wang, Pengfei
- In:
Finance research letters
34
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012436740
Saved in:
6
The impact of macroeconomic news on Bitcoin returns
Corbet, Shaen
;
Larkin, Charles
;
Lucey, Brian M.
; …
- In:
The European journal of finance
26
(
2020
)
14
,
pp. 1396-1416
Persistent link: https://www.econbiz.de/10012264974
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