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Predicting cryptocurrency defaults
(Taylor & Francis, 2020-05-03)
- article
We examine all available 146 Proof-of-Work-based cryptocurrencies that started trading prior to the end of 2014 and track their performance until December 2018. We find that about 60% of those cryptocurrencies were eventually ...
Cryptocurrencies and momentum
(Elsevier, 2019-07-01)
- article
Retrieving a set of 143 cryptocurrencies for a sample spanning 2014–2018, we investigate the popular momentum strategy implemented in the cryptocurrency market. Contrary to earlier studies our findings do not indicate any ...