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Measuring excess-predictability of asset returns and market efficiency over time
Levich, Richard M.; Conlon, Thomas; Potì, Valerio - In: Economics letters 175 (2019), pp. 92-96
Persistent link: https://www.econbiz.de/10012121197
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A new tight and general bound on return predictability
Potì, Valerio - In: Economics letters 162 (2018), pp. 140-145
Persistent link: https://www.econbiz.de/10011939821
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Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns
Chen, Yuting; Potì, Valerio - In: Economics letters 235 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015071365
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Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour
Caferra, Rocco; Morone, Andrea; Potì, Valerio - In: Economics letters 218 (2022), pp. 1-6
Persistent link: https://www.econbiz.de/10013466467
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Inflation and cryptocurrencies revisited : A time-scale analysis
Conlon, Thomas; Corbet, Shaen; McGee, Richard J. - In: Economics letters 206 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012887006
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Scaling the twin peaks : systemic risk and dual regulation
Conlon, Thomas; Huan, Xing - In: Economics letters 178 (2019), pp. 98-101
Persistent link: https://www.econbiz.de/10012121649
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Betting on Bitcoin : does gambling volume on the blockchain explain Bitcoin price changes?
Conlon, Thomas; McGee, Richard J. - In: Economics letters 191 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012508000