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Making Informed Decisions in the Volatile Crypto Market: An Analysis of Portfolio Risk and Return
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Making Informed Decisions in the Volatile Crypto Market: An Analysis of Portfolio Risk and Return (2023)Making Informed Decisions in the Volatile…A systematic literature review of investor behavior in the cryptocurrency markets (2023)A systematic literature revie…Cryptocurrencies and the downside risk in equity investments (2019)Cryptocurrencies and the down…Portfolio diversification across cryptocurrencies (2018)Portfolio diversification acr…Cryptocurrencies as financial bubbles: The case of Bitcoin (2018)Cryptocurrencies as financial…Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets? (2018)Booms, busts and heavy-tails:…Virtual relationships: Short- and long-run evidence from BitCoin and altcoin markets (2017)Virtual relationships: Short-…Forecasting at Scale (2017)Forecasting at ScaleExploring 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…Negative bubbles and shocks in cryptocurrency markets (2016)Negative bubbles and shocks i…Virtual currency, tangible return: Portfolio diversification with bitcoin (2015)Virtual currency, tangible re…Hedging capabilities of bitcoin. Is it the virtual gold? (2015)Hedging capabilities of bitco…Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Bitcoin, gold and the dollar …Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*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)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Gold as a hedge against the dollar (2005)A power GARCH examination of the gold market (2006)Metal volatility in presence of oil and interest rate shocks (2007)The Inefficiency of Bitcoin (2016)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2009)Manias, Panics, and Crashes: A History of Financial Crises (1979)Empirical properties of asset returns: stylized facts and statistical issues (2001)The Econometrics of Financial Markets (2012)Can volume predict Bitcoin returns and volatility? A quantiles-based approach (2017)Dynamic Conditional Correlation (2002)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)Exponential smoothing: The state of the art (1985)A state space framework for automatic forecasting using exponential smoothing methods (2002)25 years of time series forecasting (2006)Fake news on Twitter during the 2016 U.S. presidential election (2019)The good, the bad and the ugly on COVID-19 tourism recovery (2020)Forecasting: theory and practice (2022)Correlations in Price Changes and Volatility across International Stock Markets (1990)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)COMMON STOCKS AS A HEDGE AGAINST INFLATION (1976)Long-Term Global Market Correlations (2001)Traveling the silk road (2013)Predicting the Price of Bitcoin Using Machine Learning (2018)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1952PORTFOLIO SELECTION*18,429 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 2017Forecasting at Scale3,054 cited
  • 2015Bitcoin, gold and the dollar – A GARCH volatility analysis1,695 cited
  • 2016On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?1,569 cited
  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,425 cited
  • 2015Hedging capabilities of bitcoin. Is it the virtual gold?1,058 cited
  • 2015Virtual currency, tangible return: Portfolio diversification with bitcoin726 cited
  • 2016Negative bubbles and shocks in cryptocurrency markets508 cited
  • 2017Virtual relationships: Short- and long-run evidence from BitCoin and altcoin markets365 cited
  • 2023A systematic literature review of investor behavior in the cryptocurrency markets279 cited
  • 2018Cryptocurrencies as financial bubbles: The case of Bitcoin224 cited
  • 2018Portfolio diversification across cryptocurrencies205 cited
  • 2018Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets?

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192 cited
  • 2019Cryptocurrencies and the downside risk in equity investments192 cited
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