Variance Decomposition and Cryptocurrency Return Prediction Article

Lee, Suzanne S, Wang, Minho. (2025). Variance Decomposition and Cryptocurrency Return Prediction . Journal of Financial and Quantitative Analysis, 60(4), 1859-1890. 10.1017/S002210902400022X

Open Access

cited authors

  • Lee, Suzanne S; Wang, Minho

sustainable development goals

authors

publication date

  • June 1, 2025

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)

start page

  • 1859

end page

  • 1890

volume

  • 60

issue

  • 4