Mean Absolute Daily Return in Cryptos
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Cryptocurrency Factor Portfolios: Performance, Decomposition and Pricing Models
Weihao Han; David Newton; Emmanouil Platanakis; Charles Sutcliffe; Xiaoxia Ye
University of Bath- University of Bath - School of Management
- ICMA Centre
- University of Reading
- University of Reading - ICMA Centre
- University of Liverpool
- University of Liverpool Management School
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