Work

A three-factor pricing model for cryptocurrencies

Year: 2019

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2019.07.021

Authors: Dehua Shen, Andrew Urquhart, Pengfei Wang

Institutions: Tianjin University, ICMA Centre, University of Reading

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Natural Science Foundation of China

Awards: G1956066688, G2246250134, G4817227781, G8603992204

OpenAlex ID: W2965815284

FWCI: 15.15

Cites: 16

Cited by: 146

Related to: 10