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  • Search: subject:"Ledoit and Wolf test"
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Year of publication
Subject
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Ledoit and Wolf test 2 active strategies 2 cryptocurrency 2 fundamental factors 2 informational efficiency 2 Efficient market hypothesis 1 Effizienzmarkthypothese 1 Informational efficiency 1 Informationseffizienz 1 Virtual currency 1 Virtuelle Währung 1
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Online availability
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Free 2 CC license 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Sobański, Konrad 2 Włosik, Katarzyna 2 Łęt, Blanka 2 Świder, Wojciech 2
Published in...
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International Journal of Management and Economics 1 International journal of management and economics 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Is the cryptocurrency market efficient? Evidence from an analysis of fundamental factors for Bitcoin and Ethereum
Łęt, Blanka; Sobański, Konrad; Świder, Wojciech; … - In: International Journal of Management and Economics 58 (2022) 4, pp. 351-370
This article sheds new light on the informational efficiency of the cryptocurrency market by analyzing investment strategies based on structural factors related to on-chain data. The study aims to verify whether investors in the cryptocurrency market can outperform passive investment strategies...
Persistent link: https://www.econbiz.de/10015192050
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Cover Image
Is the cryptocurrency market efficient? : evidence from an analysis of fundamental factors for Bitcoin and Ethereum
Łęt, Blanka; Sobański, Konrad; Świder, Wojciech; … - In: International journal of management and economics 58 (2022) 4, pp. 351-370
This article sheds new light on the informational efficiency of the cryptocurrency market by analyzing investment strategies based on structural factors related to on-chain data. The study aims to verify whether investors in the cryptocurrency market can outperform passive investment strategies...
Persistent link: https://www.econbiz.de/10014279229
Saved in:
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