SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

A three-factor pricing model for cryptocurrencies · Study

ArticleShelves

ArticleA three-factor pricing model for cryptocurrencies

Dehua Shen2019

Article2019

A three-factor pricing model for cryptocurrencies

Dehua Shen · Andrew Urquhart

146 citations·0/0 files stored·Finance research letters

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling FinTech, Crowdfunding, Digital Finance

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 146 citations exist upstream.

References

1993Common risk factors in the returns on stocks and bonds 1997On Persistence in Mutual Fund Performance 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 2014A five-factor asset pricing model 1981The relationship between return and market value of common stocks 2012Size, value, and momentum in international stock returns 2016The Inefficiency of Bitcoin 2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation

Cited by

2020Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy 2020Economic policy uncertainty and cryptocurrency volatility 2020Asymmetric nexus between COVID-19 outbreak in the world and cryptocurrency market 2021Regime specific spillover across cryptocurrencies and the role of COVID-19 2021Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies 2020

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2021Momentum or reversal: Which is the appropriate third factor for cryptocurrencies?article · 10 shared references 2019News and subjective beliefs: A Bayesian approach to Bitcoin investmentsarticle · 9 shared references 2024The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysisarticle · 8 shared references 2021Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approacharticle · 7 shared references 2019On the investment credentials of Bitcoin: A cross-currency perspectivearticle · 7 shared references 2020Is There a Value Premium in Cryptoasset Markets?article · 7 shared references

Details

Year2019

Typearticle

Published2019-07-28

VenueFinance research letters

ISSN-L1544-6123

Languageen

Citations146

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/j.frl.2019.07.021

openalex_workW2965815284

Links

Imported from OpenAlex (CC0) — nothing here is generated.

Twitter-Based Uncertainty and Cryptocurrency Returns

2021Speculation and lottery-like demand in cryptocurrency markets

2022Is Geopolitical Risk Priced in the Cross-Section of Cryptocurrency Returns?