Work

Cross-cryptocurrency return predictability

Year: 2024

Type: article

Source: Journal of Economic Dynamics and Control

DOI: 10.1016/j.jedc.2024.104863

Authors: Li Guo, Bo Sang, Jun Tu, Yu Wang

Institutions: Fudan University, University of Bristol, Shanghai Jiao Tong University, Singapore Management University, Shanghai University of Finance and Economics

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Singapore Management University

OpenAlex ID: W4394988660

FWCI: 4.498

Cites: 77

Cited by: 19

Related to: 10