This is the article we had prepared around 1-2 weeks ago (data sample starts in October 2014 and ends on 4th of March 2020). But then coronavirus hit our country (Slovak Republic), and we were doing a lot of crisis management tasks and therefore were not able to publish it on time. Now, after...

This paper analyzes the rebalancing premium in cryptocurrencies. Rebalancing premium is defined as the premium an investor gains from periodically rebalancing their portfolio. Many papers examine this effect; however, very few to none study crypto markets.In the first section of this article, we...