arXivCrypto & DeFi
Volume Versus Returns: Reevaluating the Predictive Power of Salience Theory in the Cryptocurrency Market
The Salience theory, based on returns and trading volume, has a negative predictive power for forecasting return trends in the cryptocurrency market, with trading volume being a key factor.
Featured in No. 37 on 14 Feb 2024 · 5 days after release · 0 citations today
- Released
- 9 Feb 2024
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- No. 37 · 14 Feb 2024
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- SSRN 4721640
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