Can I read Cryptocurrency Returns: Risks & Predictors on EtoBox?

Cryptocurrency Returns: Risks & Predictors by ismael.sandouno is a document available to read on EtoBox.

What is Cryptocurrency Returns: Risks & Predictors about?

This document summarizes a study on the risks and returns of cryptocurrency. The study finds: 1) Cryptocurrency returns are driven by factors specific to cryptocurrency markets, such as network adoption factors, but not production factors related to mining costs. 2) There is a strong momentum effect in cryptocurrency returns, and proxies for investor attention can predict future returns. 3) The study aims to empirically test predictions from theoretical models of cryptocurrency valuation and establish

Author

ismael.sandouno

Language

EN