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Cross-Asset Spillover Dataset: Lead-Lag Dynamics Between Cryptocurrencies and Tech Stocks (2014-2026)

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DataCite Commons2026-04-15 更新2026-05-04 收录
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https://data.mendeley.com/datasets/933pmgjgmx/1
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This comprehensive dataset provides daily open, high, low, close, volume, and market capitalization data for leading technology stocks and major cryptocurrencies over a 12-year period (2014-2026). The dataset is formatted in a "wide format" and temporally aligned to facilitate econometric modeling, such as Vector Autoregression (VAR) or Granger Causality tests. It is specifically designed for researchers investigating the "Spillover Effect" how price volatility and market shocks propagate from the cryptocurrency market to high-beta technology equities.
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Mendeley Data
创建时间:
2026-04-15
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