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Cross-cryptocurrency return predictability · Study

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ArticleCross-cryptocurrency return predictability

Li Guo2024

OA

Articlegreen2024

Cross-cryptocurrency return predictability

Li Guo · Bo Sang · Jun Tu · Yu Wang

15 citations·0/0 files stored·Journal of Economic Dynamics and Control

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

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References

2002Illiquidity and stock returns: cross-section and time-series effects 1993Geographic Localization of Knowledge Spillovers as Evidenced by Patent Citations 1987A Simple Model of Capital Market Equilibrium with Incomplete Information 2002Determining the Number of Factors in Approximate Factor Models 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets 2011In Search of Attention 2020Empirical Asset Pricing via Machine Learning 2000Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies

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Details

Year2024

Typearticle

Published2024-04-21

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations15

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jedc.2024.104863

openalex_workW4394988660

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