Cryptocurrencies and momentum

Tietueen suppeat tiedot
dc.contributor.authorGrobys, Klaus
dc.contributor.authorSapkota, Niranjan
dc.contributor.departmentfi=Ei tutkimusalustaa|en=No platform|-
dc.contributor.facultyfi=Laskentatoimen ja rahoituksen yksikkö|en=School of Accounting and Finance|-
dc.contributor.organizationfi=Vaasan yliopisto|en=University of Vaasa|
dc.date.accessioned2020-01-28T07:06:51Z
dc.date.accessioned2025-06-25T13:32:03Z
dc.date.available2020-01-28T07:06:51Z
dc.date.issued2019-07-01
dc.description.abstractRetrieving 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 evidence of significant momentum payoffs, supporting the view that the cryptocurrency market is far more efficient than suggested in earlier studies.-
dc.description.reviewstatusfi=vertaisarvioitu|en=peerReviewed|-
dc.format.bitstreamtrue
dc.format.contentfi=kokoteksti|en=fulltext|-
dc.format.extent5-
dc.format.pagerange6-10-
dc.identifier.olddbid11290
dc.identifier.oldhandle10024/10391
dc.identifier.urihttps://osuva.uwasa.fi/handle/11111/2278
dc.identifier.urnURN:NBN:fi-fe202001283611-
dc.language.isoeng-
dc.publisherElsevier-
dc.relation.doi10.1016/j.econlet.2019.03.028-
dc.relation.ispartofjournalEconomics letters-
dc.relation.issn1873-7374-
dc.relation.issn0165-1765-
dc.relation.issueJuly-
dc.relation.urlhttps://doi.org/10.1016/j.econlet.2019.03.028-
dc.relation.volume180-
dc.rightsCC BY-NC-ND 4.0-
dc.source.identifierhttps://osuva.uwasa.fi/handle/10024/10391
dc.subjectasset pricing-
dc.subjectmomentum-
dc.subjectcryptocurrencies-
dc.subjectbitcoin-
dc.subject.disciplinefi=Laskentatoimi ja rahoitus|en=Accounting and Finance|-
dc.titleCryptocurrencies and momentum-
dc.type.okmfi=A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä|en=A1 Peer-reviewed original journal article|sv=A1 Originalartikel i en vetenskaplig tidskrift|-
dc.type.publicationarticle-
dc.type.versionpublishedVersion-

Tiedostot

Näytetään 1 - 1 / 1
Name:
Osuva_Grobys_Sapkota_2019.pdf
Size:
445.54 KB
Format:
Adobe Portable Document Format
Description:
artikkeli
Lataa

Kokoelmat

Artikkelit