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- W3094332364 abstract "This research is to assess cryptocurrencies with the conditional beta, compared with prior studies based on unconditional beta or fixed beta. It is a new approach to building a pricing model for cryptocurrencies. Therefore, we expect that the use of conditional beta will increase the explanatory ability of factors in previous pricing models. Besides, this research is also a pioneer in placing the uncertainty factor in the cryptocurrency pricing model. Earlier studies on cryptocurrency pricing have ignored this factor. However, it is a significant factor in the valuation of cryptocurrencies because uncertainty leads to investor sentiment and affects prices." @default.
- W3094332364 created "2020-10-29" @default.
- W3094332364 creator A5006382858 @default.
- W3094332364 date "2020-10-24" @default.
- W3094332364 modified "2023-09-27" @default.
- W3094332364 title "Conditional beta and uncertainty factor in the cryptocurrency pricing model." @default.
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- W3094332364 hasPublicationYear "2020" @default.
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