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RePEcCrypto & DeFi

Factors Affecting Cryptocurrency Returns

The study finds that smaller market capitalization, higher reversal, lower liquidity, and lower maturity in cryptocurrencies tend to yield higher returns.

Featured in No. 40 on 13 Mar 2024 ·

Released
20 Sep 2023
First featured
No. 40 · 13 Mar 2024
Published in
Not yet, as far as Semantic Scholar knows
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Identifier
RePEc:gmf:journl:y:2023:i:57:p:71:85

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