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Applied Economics Letters Volume 26, 2019 - Issue 12
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Articles

Cryptocurrencies and asset pricing

Andros GregoriouBrighton Business School, Brighton University, Brighton, Moulsecoomb, UKCorrespondence[email protected]
Pages 995-998 | Published online: 27 Sep 2018

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Michael Dempsey, Huy Pham & Vikash Ramiah. (2022) Investment in Cryptocurrencies: lessons for asset pricing and portfolio theory. Applied Economics 54:10, pages 1137-1144.
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Sijia Zhang & Andros Gregoriou. (2021) Cryptocurrencies in portfolios: return–liquidity trade-off around China forbidding initial coin offerings. Applied Economics Letters 28:12, pages 1036-1040.
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Articles from other publishers (15)

Chien-Liang Chiu, Yensen Ni, Hung-Ching Hu, Min-Yuh Day & Yuhsin Chen. (2023) Enhancing Crypto Success via Heatmap Visualization of Big Data Analytics for Numerous Variable Moving Average Strategies. Applied Sciences 13:23, pages 12805.
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Ahmed W. Elroukh. (2023) Does banning cryptocurrencies affect stock markets?. Studies in Economics and Finance.
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Peterson K. Ozili. (2023) Central bank digital currency and bank earnings management using loan loss provisions. Digital Policy, Regulation and Governance 25:3, pages 206-220.
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Donyetta Bennett, Erik Mekelburg & T.H. Williams. (2023) BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing. Research in International Business and Finance 65, pages 101939.
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José Almeida & Tiago Cruz Gonçalves. (2023) A systematic literature review of investor behavior in the cryptocurrency markets. Journal of Behavioral and Experimental Finance 37, pages 100785.
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Jang Ho Kim. (2022) Analyzing diversification benefits of cryptocurrencies through backfill simulation. Finance Research Letters 50, pages 103238.
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Geumil Bae & Jang Ho Kim. (2022) Observing Cryptocurrencies through Robust Anomaly Scores. Entropy 24:11, pages 1643.
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Luca J. Liebi. (2022) Is there a value premium in cryptoasset markets?. Economic Modelling 109, pages 105777.
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Wei Liu, Artur Semeyutin, Chi Keung Marco Lau & Giray Gozgor. (2020) Forecasting Value-at-Risk of Cryptocurrencies with RiskMetrics type models. Research in International Business and Finance 54, pages 101259.
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Ha Nguyen, Bin Liu & Nirav Y. Parikh. (2020) Exploring the short-term momentum effect in the cryptocurrency market. Evolutionary and Institutional Economics Review 17:2, pages 425-443.
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Gianna Figà-Talamanca & Marco Patacca. (2019) Disentangling the relationship between Bitcoin and market attention measures. Journal of Industrial and Business Economics 47:1, pages 71-91.
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Weiyi Liu, Xuan Liang & Guowei Cui. (2019) Common risk factors in the returns on cryptocurrencies. Economic Modelling.
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Michael J. Dempsey, Huy Nguyen Anh Pham & Vikash Ramiah. (2020) Investment in Cryptocurrencies: A Perspective from Asset Pricing and Portfolio Theory. SSRN Electronic Journal.
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Luca Liebi. (2020) Is There a Value Premium in Cryptoasset Markets?. SSRN Electronic Journal.
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Weiyi Liu, Xuan Liang & guowei cui. (2019) Common Risk Factors in the Returns on Cryptocurrencies. SSRN Electronic Journal.
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