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Cryptocurrencies and the Low Volatility Anomaly · Study

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ArticleCryptocurrencies and the Low Volatility Anomaly

Tobias Burggraf2020

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Articlegreen2020

Cryptocurrencies and the Low Volatility Anomaly

Tobias Burggraf · Markus Rudolf

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

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

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References

1992The Cross-Section of Expected Stock Returns 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1981The relationship between return and market value of common stocks 2006The Cross‐Section of Volatility and Expected Returns 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors 1990Evidence of Predictable Behavior of Security Returns 2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanations 2013Betting against beta

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Year2020

Typearticle

Published2020-01-01

VenueFinance research letters

ISSN-L1544-6123

Languageen

Citations28

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.frl.2020.101683

openalex_workW3035329487

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