Variance Decomposition and Cryptocurrency Return Prediction Article

Lee, Suzanne S, Wang, Minho. (2024). Variance Decomposition and Cryptocurrency Return Prediction . JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 10.1017/S002210902400022X

cited authors

  • Lee, Suzanne S; Wang, Minho

authors

publication date

  • April 15, 2024

published in

keywords

  • Business & Economics
  • Business, Finance
  • CROSS-SECTION
  • EQUILIBRIUM
  • Economics
  • JUMPS
  • LIQUIDITY
  • LOTTERIES
  • NOISE
  • RISK
  • STOCK RETURNS
  • Social Sciences
  • VOLATILITY

Digital Object Identifier (DOI)

publisher

  • CAMBRIDGE UNIV PRESS