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Bitcoin as a new asset class
12 references·6 citing·50 second hop
Bitcoin as a new asset class (2018)Bitcoin as a new asset classWhat is the riskfree rate? A Search for the Basic Building Block (2020)What is the riskfree rate? A …Intermediary asset pricing: New evidence from many asset classes (2017)Intermediary asset pricing: N…Accounting for the Bitcoin: accountability, neoliberalism and a correspondence analysis (2016)Accounting for the Bitcoin: a…Virtual currency, tangible return: Portfolio diversification with bitcoin (2015)Virtual currency, tangible re…Price discovery on Bitcoin exchanges (2015)Price discovery on Bitcoin ex…Why Do Firms Use High Discount Rates? (2014)Why Do Firms Use High Discoun…Caveat Emptor: Does Bitcoin Improve Portfolio Diversification? (2014)Caveat Emptor: Does Bitcoin I…Wine as an Alternative Asset Class (2010)Wine as an Alternative Asset …Passive Investment Strategies and Efficient Markets (2003)Passive Investment Strategies…What is an Asset Class, Anyway? (1997)What is an Asset Class, Anywa…A Random Walk Down Wall Street (1973)A Random Walk Down Wall StreetMutual Fund Performance (1966)Mutual Fund PerformanceDiversification evidence of bitcoin and gold from wavelet analysis (2023)Diversification evidence of b…Does investor sentiment predict bitcoin return and volatility? A quantile regression approach (2022)Does investor sentiment predi…An analysis of investors’ behavior in Bitcoin market (2022)An analysis of investors’ beh…Can Fiat‐backed Stablecoins Be Considered Cash or Cash Equivalents Under International Financial Reporting Standards Rules? (2021)Can Fiat‐backed Stablecoins B…E-Wallet Transactional Framework for Digital Economy: A Perspective from Islamic Financial Engineering (2020)E-Wallet Transactional Framew…Global brain-reflective accounting practices (2019)Global brain-reflective accou…Price, trade size, and information in securities markets (1987)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)One Security, Many Markets: Determining the Contributions to Price Discovery (1995)Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? (2017)Time-varying long-term memory in Bitcoin market (2017)Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis (2019)The Econometrics of Financial Markets (1997)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Herding in the German Mutual Fund Industry (2006)Is more information always better? (2006)The Econometrics of Financial Markets (2012)FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance (2020)Coherent Measures of Risk (1999)Optimization of conditional value-at-risk (2000)Conditional value-at-risk for general loss distributions (2002)Can Bitcoin be a diversifier, hedge or safe haven tool? (2019)Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold (2021)Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies (2021)Common risk factors in the returns on stocks and bonds (1993)Liquidity Risk and Expected Stock Returns (2003)A five-factor asset pricing model (2014)Short and Long Horizon Behavioral Factors (2017)Deviations from Covered Interest Rate Parity (2018)Taming the Factor Zoo: A Test of New Factors (2020)COMMON STOCKS AS A HEDGE AGAINST INFLATION (1976)Long-Term Global Market Correlations (2001)Buying Beauty: On Prices and Returns in the Art Market (2012)Predicting the Price of Bitcoin Using Machine Learning (2018)RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Determinants of corporate borrowing (1977)The Cross-Section of Expected Stock Returns (1992)Financing intangible capital (2019)Presidential Address: Corporate Finance and Reality (2021)Stranded assets and reduced profits: Analyzing the economic underpinnings of the fossil fuel industry's resistance to climate stabilization (2022)PORTFOLIO SELECTION* (1952)Dynamic Conditional Correlation (2002)Wine Investment and Portfolio Diversification Gains (2010)Red obsession: The ascent of fine wine in China (2016)Is wine a good choice for investment? (2018)Norm theory: Comparing reality to its alternatives. (1986)Investor Sentiment and the Closed‐End Fund Puzzle (1991)An Engine, Not a Camera (2006)Research on 'Responsible Investment': An Influential Literature Analysis Comprising a Rating, Characterisation, Categorisation and Investigation (2009)The Golden Dilemma (2013)The inflation hedging properties of gold, stocks and real estate: A comparative analysis (2020)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)
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References

  • 1966Mutual Fund Performance3,932 cited
  • 1973A Random Walk Down Wall Street1,743 cited
  • 2017Intermediary asset pricing: New evidence from many asset classes792 cited
  • 2015Virtual currency, tangible return: Portfolio diversification with bitcoin704 cited
  • 2015Price discovery on Bitcoin exchanges332 cited
  • 2003Passive Investment Strategies and Efficient Markets181 cited
  • 2014Why Do Firms Use High Discount Rates?147 cited
  • 2014Caveat Emptor: Does Bitcoin Improve Portfolio Diversification?135 cited
  • 1997What is an Asset Class, Anyway?110 cited
  • 2010Wine as an Alternative Asset Class86 cited
  • 2020What is the riskfree rate? A Search for the Basic Building Block81 cited
  • 2016Accounting for the Bitcoin: accountability, neoliberalism and a correspondence analysis57 cited

Cited by

  • 2022Does investor sentiment predict bitcoin return and volatility? A quantile regression approach50 cited
  • 2023Diversification evidence of bitcoin and gold from wavelet analysis49 cited
  • 2019Global brain-reflective accounting practices45 cited
  • 2022

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An analysis of investors’ behavior in Bitcoin market
36 cited
  • 2020E-Wallet Transactional Framework for Digital Economy: A Perspective from Islamic Financial Engineering20 cited
  • 2021Can Fiat‐backed Stablecoins Be Considered Cash or Cash Equivalents Under International Financial Reporting Standards Rules?18 cited