Cryptocurrency price-based comovement
This study shows that returns of cryptocurrencies with similar prices move together. This price-based comovement is independent of comovements caused by other cryptocurrencies’ well-known common risk factors including size, momentum, past returns, past trading volume, or market returns. The results...
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Elsevier
2025-12-01
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| Col·lecció: | International Review of Economics & Finance |
| Matèries: | |
| Accés en línia: | http://www.sciencedirect.com/science/article/pii/S1059056025007981 |
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