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Cryptocurrency anomalies and economic constraints
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Cryptocurrency anomalies and economic constraints (2024)Cryptocurrency anomalies and economic con…Risks and Returns of Cryptocurrency (2020)Risks and Returns of Cryptocu…Empirical Asset Pricing via Machine Learning (2020)Empirical Asset Pricing via M…Replicating Anomalies (2018)Replicating AnomaliesThe Inefficiency of Bitcoin (2016)The Inefficiency of BitcoinMomentum crashes (2016)Momentum crashesDoes Academic Research Destroy Stock Return Predictability? (2015)Does Academic Research Destro…Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)Arbitrage Asymmetry and the I…A five-factor asset pricing model (2014)A five-factor asset pricing m…The short of it: Investor sentiment and anomalies (2011)The short of it: Investor sen…Dissecting Anomalies (2007)Dissecting AnomaliesMarket States and Momentum (2004)Market States and MomentumIlliquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing (2001)Understanding the Nature of t…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Implications of Security Market Data for Models of Dynamic Economies (1991)Implications of Security Mark…Editor's Choice Digesting Anomalies: An Investment ApproachEditor's Choice Digesting Ano…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)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Choosing factors (2018)Forecasting: theory and practice (2022)The General Theory of Employment, Interest and Money. (1936)Global, local, and contagious investor sentiment (2011)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)On Persistence in Mutual Fund Performance (1997)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)Comparing Predictive Accuracy (1994)Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis (2021)Machine learning in the Chinese stock market (2021)The Conditional CAPM and the Cross-Section of Expected Returns (1996)Conditional Skewness in Asset Pricing Tests (2000)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)… and the Cross-Section of Expected Returns (2015)Hedging Climate Change News (2019)Dissecting green returns (2022)Responsible Investing: The ESG-Efficient Frontier (2019)Asset Growth and the Cross‐Section of Stock Returns (2008)Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis (2016)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2014A five-factor asset pricing model7,841 cited
  • 2020Empirical Asset Pricing via Machine Learning2,528 cited
  • n.d.Editor's Choice Digesting Anomalies: An Investment Approach2,508 cited
  • 2011The short of it: Investor sentiment and anomalies1,781 cited
  • 2007Dissecting Anomalies1,573 cited
  • 2015Does Academic Research Destroy Stock Return Predictability?1,563 cited
  • 2016The Inefficiency of Bitcoin1,292 cited
  • 1991Implications of Security Market Data for Models of Dynamic Economies1,182 cited
  • 2018Replicating Anomalies1,068 cited
  • 2001Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing1,003 cited
  • 2004Market States and Momentum995 cited
  • 2020Risks and Returns of Cryptocurrency962 cited
  • 2015Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle944 cited
  • 2016Momentum crashes883 cited

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