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From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks
16 references·3 citing·46 second hop
From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks (2019)From bottom ten to top ten: The role of c…RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)RETRACTED: Is Bitcoin a bette…Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Portfolio diversification wit…Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis (2018)Is Bitcoin a Hedge or Safe-Ha…Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)On the hedge and safe haven p…Virtual currency, tangible return: Portfolio diversification with bitcoin (2015)Virtual currency, tangible re…Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Hedges and safe havens: An ex…Financialization, crisis and commodity correlation dynamics (2012)Financialization, crisis and …Asset pricing with liquidity risk (2005)Asset pricing with liquidity …Investing for the Long Run when Returns Are Predictable (2000)Investing for the Long Run wh…Predictive regressions (1999)Predictive regressionsSize and Book-to-Market Factors in Earnings and Returns (1995)Size and Book-to-Market Facto…Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms (1994)Monetary Policy, Business Cyc…Structural and Return Characteristics of Small and Large Firms (1991)Structural and Return Charact…The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal? (1989)The Markowitz Optimization En…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic (2022)When bitcoin lost its positio…Portfolio Diversification, Hedge and Safe-Haven Properties in Cryptocurrency Investments and Financial Economics: A Systematic Literature Review (2022)Portfolio Diversification, He…Beyond Risk Parity - A Machine Learning-based Hierarchical Risk Parity Approach on Cryptocurrencies (2020)Beyond Risk Parity - A Machin…Risk, Return, and Equilibrium: Empirical Tests (1973)Credit Rationing in Markets with Imperfect Information (1981)Corporate financing and investment decisions when firms have information that investors do not have (1984)Evidence on the Characteristics of Cross Sectional Variation in Stock Returns (1997)Asset Pricing at the Millennium (2000)Investor psychology in capital markets: evidence and policy implications (2002)An Intertemporal Capital Asset Pricing Model (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Industry costs of equity (1997)A five-factor asset pricing model (2014)Financing Constraints and Corporate Investment (1987)Consumption and Liquidity Constraints: An Empirical Investigation (1989)Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data (1992)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Financial Intermediation, Loanable Funds, and The Real Sector (1997)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Safe haven or risky hazard? 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References

  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
  • 2005Asset pricing with liquidity risk2,816 cited
  • 1994Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms2,546 cited
  • 1999Predictive regressions1,614 cited
  • 2016On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?1,441 cited
  • 2000Investing for the Long Run when Returns Are Predictable1,372 cited
  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,342 cited
  • 1989The Markowitz Optimization Enigma: Is ‘Optimized’ Optimal?1,333 cited
  • 1991Structural and Return Characteristics of Small and Large Firms826 cited
  • 2015Virtual currency, tangible return: Portfolio diversification with bitcoin704 cited
  • 2019RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities?696 cited
  • 2012Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates664 cited
  • 2012Financialization, crisis and commodity correlation dynamics650 cited
  • 2018Portfolio diversification with virtual currency: Evidence from bitcoin

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633 cited
  • 2018Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis551 cited
  • Cited by

    • 2022Portfolio Diversification, Hedge and Safe-Haven Properties in Cryptocurrency Investments and Financial Economics: A Systematic Literature Review78 cited
    • 2022When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic74 cited
    • 2020Beyond Risk Parity - A Machine Learning-based Hierarchical Risk Parity Approach on Cryptocurrencies48 cited