Common Risk Factors in Cryptocurrency
收藏NBER2019-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w25882
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资源简介：
We find that three factors cryptocurrency market, size, and momentum capture the cross-sectional expected cryptocurrency returns. We consider a comprehensive list of price- and market-related factors in the stock market, and construct their cryptocurrency counterparts. Nine cryptocurrency factors
提供机构：
美国国家经济研究局
创建时间：
2019-05-01
