FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3141916518> ?p ?o ?g. }

• W3141916518 endingPage "102031" @default.
• W3141916518 startingPage "102031" @default.
• W3141916518 abstract "In this paper I document a positive relation between the volatility of liquidity and expected returns. Specifically, I analyze the relationship between the idiosyncratic volatility of market liquidity and the returns of the five largest cryptocurrencies by market capitalization. I find that the correlation between liquidity volatility and returns is overall significantly positive, but highly time-varying. This implies that investors demand a premium for a high variation in liquidity volatility. I furthermore find that the correlation between returns and the level of liquidity is mostly positive, thus, when liquidity is low, expected returns are high. The results corroborates results from other financial markets." @default.
• W3141916518 created "2021-04-13" @default.
• W3141916518 creator A5001904859 @default.
• W3141916518 date "2022-01-01" @default.
• W3141916518 modified "2023-09-26" @default.
• W3141916518 title "Cryptocurrency returns and the volatility of liquidity" @default.
• W3141916518 cites W155205468 @default.
• W3141916518 cites W2182051792 @default.
• W3141916518 cites W2523675164 @default.
• W3141916518 cites W2571264352 @default.
• W3141916518 cites W2779291949 @default.
• W3141916518 cites W2793599258 @default.
• W3141916518 cites W2795679926 @default.
• W3141916518 cites W2799345028 @default.
• W3141916518 cites W2890217642 @default.
• W3141916518 cites W2920717361 @default.
• W3141916518 cites W2948724073 @default.
• W3141916518 cites W2950858433 @default.
• W3141916518 cites W2951806883 @default.
• W3141916518 cites W2975834265 @default.
• W3141916518 cites W2990327424 @default.
• W3141916518 cites W3010146996 @default.
• W3141916518 cites W3107709904 @default.
• W3141916518 cites W3118426285 @default.
• W3141916518 cites W3121183785 @default.
• W3141916518 cites W3121401171 @default.
• W3141916518 cites W3121453935 @default.
• W3141916518 cites W3122448887 @default.
• W3141916518 cites W3122511734 @default.
• W3141916518 cites W3123899576 @default.
• W3141916518 cites W3125361290 @default.
• W3141916518 doi "https://doi.org/10.1016/j.frl.2021.102031" @default.
• W3141916518 hasPublicationYear "2022" @default.
• W3141916518 type Work @default.
• W3141916518 sameAs 3141916518 @default.
• W3141916518 citedByCount "26" @default.
• W3141916518 countsByYear W31419165182020 @default.
• W3141916518 countsByYear W31419165182021 @default.
• W3141916518 countsByYear W31419165182022 @default.
• W3141916518 countsByYear W31419165182023 @default.
• W3141916518 crossrefType "journal-article" @default.
• W3141916518 hasAuthorship W3141916518A5001904859 @default.
• W3141916518 hasBestOaLocation W31419165181 @default.
• W3141916518 hasConcept C106159729 @default.
• W3141916518 hasConcept C149782125 @default.
• W3141916518 hasConcept C151730666 @default.
• W3141916518 hasConcept C162324750 @default.
• W3141916518 hasConcept C176923680 @default.
• W3141916518 hasConcept C180706569 @default.
• W3141916518 hasConcept C183582576 @default.
• W3141916518 hasConcept C189259953 @default.
• W3141916518 hasConcept C190896228 @default.
• W3141916518 hasConcept C193445137 @default.
• W3141916518 hasConcept C204468989 @default.
• W3141916518 hasConcept C24189920 @default.
• W3141916518 hasConcept C2780299701 @default.
• W3141916518 hasConcept C2780762169 @default.
• W3141916518 hasConcept C38652104 @default.
• W3141916518 hasConcept C41008148 @default.
• W3141916518 hasConcept C44731940 @default.
• W3141916518 hasConcept C556758197 @default.
• W3141916518 hasConcept C86803240 @default.
• W3141916518 hasConcept C91602232 @default.
• W3141916518 hasConceptScore W3141916518C106159729 @default.
• W3141916518 hasConceptScore W3141916518C149782125 @default.
• W3141916518 hasConceptScore W3141916518C151730666 @default.
• W3141916518 hasConceptScore W3141916518C162324750 @default.
• W3141916518 hasConceptScore W3141916518C176923680 @default.
• W3141916518 hasConceptScore W3141916518C180706569 @default.
• W3141916518 hasConceptScore W3141916518C183582576 @default.
• W3141916518 hasConceptScore W3141916518C189259953 @default.
• W3141916518 hasConceptScore W3141916518C190896228 @default.
• W3141916518 hasConceptScore W3141916518C193445137 @default.
• W3141916518 hasConceptScore W3141916518C204468989 @default.
• W3141916518 hasConceptScore W3141916518C24189920 @default.
• W3141916518 hasConceptScore W3141916518C2780299701 @default.
• W3141916518 hasConceptScore W3141916518C2780762169 @default.
• W3141916518 hasConceptScore W3141916518C38652104 @default.
• W3141916518 hasConceptScore W3141916518C41008148 @default.
• W3141916518 hasConceptScore W3141916518C44731940 @default.
• W3141916518 hasConceptScore W3141916518C556758197 @default.
• W3141916518 hasConceptScore W3141916518C86803240 @default.
• W3141916518 hasConceptScore W3141916518C91602232 @default.
• W3141916518 hasLocation W31419165181 @default.
• W3141916518 hasOpenAccess W3141916518 @default.
• W3141916518 hasPrimaryLocation W31419165181 @default.
• W3141916518 hasRelatedWork W1511185632 @default.
• W3141916518 hasRelatedWork W1978519519 @default.
• W3141916518 hasRelatedWork W2119675817 @default.
• W3141916518 hasRelatedWork W2191918911 @default.
• W3141916518 hasRelatedWork W2273143929 @default.
• W3141916518 hasRelatedWork W2353805535 @default.
• W3141916518 hasRelatedWork W2383376491 @default.
• W3141916518 hasRelatedWork W3200249872 @default.
• W3141916518 hasRelatedWork W4283261670 @default.
• W3141916518 hasRelatedWork W569831314 @default.
• W3141916518 hasVolume "44" @default.
• W3141916518 isParatext "false" @default.

• next