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- W2808843567 abstract "We present stylized facts on the asset pricing properties of cryptocurrencies: summary statistics on cryptocurrency return properties and measures of common variation for secondary market returns on 222 digital coins. In our sample, secondary market returns of all other currencies are strongly correlated with Bitcoin returns. We also provide some investment characteristics of a sample of 64 initial coin offerings." @default.
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- W2808843567 date "2019-11-21" @default.
- W2808843567 modified "2023-10-14" @default.
- W2808843567 title "Cryptocurrencies: Stylized facts on a new investible instrument" @default.
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- W2808843567 doi "https://doi.org/10.1111/fima.12300" @default.
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