index and to crypto-momentum. Despite the lack of predictability compared to traditional asset classes, cryptocurrencies …

earnings growth predictability under the presence of the most recent global financial recession. Second, we exploit the long … predictability is evident in the medium and large-sized portfolios and is better captured by pdet at 35% and 47% equivalently. Second … predictability. Finally, the novelty of this paper lies in the links it tries to retrieve among market capitalization value and …