SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Risks and Returns of Cryptocurrency
15 references·16 citing·25 second hopsampled
Risks and Returns of Cryptocurrency (2020)Risks and Returns of CryptocurrencyDissecting Anomalies with a Five-Factor Model (2015)Dissecting Anomalies with a F…Value and Momentum Everywhere (2013)Value and Momentum EverywhereTime Series Momentum (2011)Time Series MomentumIn Search of Attention (2011)In Search of AttentionCommon Risk Factors in Currency Markets (2011)Common Risk Factors in Curren…Stock Valuation and Learning about Profitability (2003)Stock Valuation and Learning …Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Bad News Travels Slowly: Size…Do Industries Explain Momentum? (1999)Do Industries Explain Momentu…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Multifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Further Evidence On Investor …Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…Essays in International Finance (2024)Essays in International Finan…Equilibrium Bitcoin Pricing (2023)Equilibrium Bitcoin PricingA systematic literature review of investor behavior in the cryptocurrency markets (2023)A systematic literature revie…Volatility Spillovers Across NFTs News Attention and Financial Markets (2022)Volatility Spillovers Across …The Cross-Section of Cryptocurrency Returns (2022)The Cross-Section of Cryptocu…Decentralization through Tokenization (2022)Decentralization through Toke…Common Risk Factors in Cryptocurrency (2022)Common Risk Factors in Crypto…An index of cryptocurrency environmental attention (ICEA) (2022)An index of cryptocurrency en…Token-based platform finance (2021)Token-based platform financeOptimal financing with tokens (2021)Optimal financing with tokensInvestor attention in cryptocurrency markets (2021)Investor attention in cryptoc…Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies (2021)Investing with cryptocurrenci…Downside risk and the cross-section of cryptocurrency returns (2021)Downside risk and the cross-s…Cryptocurrency price prediction using traditional statistical and machine‐learning techniques: A survey (2021)Cryptocurrency price predicti…A Novel Cryptocurrency Price Prediction Model Using GRU, LSTM and bi-LSTM Machine Learning Algorithms (2021)A Novel Cryptocurrency Price …Cryptocurrency Pump-and-Dump Schemes (2018)Cryptocurrency Pump-and-Dump …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)Norm theory: Comparing reality to its alternatives. (1986)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Investor Psychology and Asset Pricing (2001)Judgment Under Uncertainty: Heuristics and Biases. (1984)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Attention to Global Warming (2019)Industry costs of equity (1997)… and the Cross-Section of Expected Returns (2015)Does Academic Research Destroy Stock Return Predictability? (2015)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)The Cross‐Section of Volatility and Expected Returns (2006)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2011In Search of Attention3,088 cited
  • 2000Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies2,639 cited
  • 1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited
  • 2013Value and Momentum Everywhere2,225 cited
  • 1999Do Industries Explain Momentum?1,770 cited
  • 2011Time Series Momentum1,470 cited
  • 2011Common Risk Factors in Currency Markets1,079 cited
  • 2003Stock Valuation and Learning about Profitability1,002 cited
  • 2015Dissecting Anomalies with a Five-Factor Model929 cited

Cited by

  • 2022Common Risk Factors in Cryptocurrency

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

623 cited
  • 2021A Novel Cryptocurrency Price Prediction Model Using GRU, LSTM and bi-LSTM Machine Learning Algorithms296 cited
  • 2023Equilibrium Bitcoin Pricing238 cited
  • 2021Token-based platform finance222 cited
  • 2023A systematic literature review of investor behavior in the cryptocurrency markets220 cited
  • 2018Cryptocurrency Pump-and-Dump Schemes185 cited
  • 2022An index of cryptocurrency environmental attention (ICEA)182 cited
  • 2021Cryptocurrency price prediction using traditional statistical and machine‐learning techniques: A survey179 cited
  • 2022Volatility Spillovers Across NFTs News Attention and Financial Markets174 cited
  • 2021Downside risk and the cross-section of cryptocurrency returns145 cited
  • 2021Investor attention in cryptocurrency markets139 cited
  • 2022Decentralization through Tokenization137 cited
  • 2024Essays in International Finance122 cited
  • 2021Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies118 cited
  • 2021Optimal financing with tokens113 cited
  • 2022The Cross-Section of Cryptocurrency Returns102 cited