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Oertmann, Peter - 1997

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Investing in the asset growth anomaly across the globe

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Real estate as a common risk factor in the financial sector : international evidence

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Common Risk Factors in the Returns on Cryptocurrencies

Liu, Weiyi - 2019

This paper identifies three common risk factors in the returns on cryptocurrencies, which are related to cryptocurrency market return, market cap (size) and momentum of cryptocurrencies. Using the empirical data of cryptocurrencies, we find strong evidence that there are anomalous returns that...

Persistent link: https://www.econbiz.de/10012871481

Papers and proceedings : Fifty-ninth annual meeting, New York, New York January 4-6, 1999 // American Finance Association. Hans R. Stoll, selection ed.

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