Nonlinear relationship between cryptocurrency returns and price sensitivity to market uncertainty-Reference-Cited by-同舟云学术

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Nonlinear relationship between cryptocurrency returns and price sensitivity to market uncertainty

Published:2024-10 Issue: Volume:68 Page:106016
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Han SeungOh^ORCID

Publisher

Elsevier BV

Reference31 articles.

1. A simple estimation of bid–ask spreads from daily close, high, and low prices;Abdi;Rev. Financ. Stud.,2017

2. The relationship between implied volatility and cryptocurrency returns;Akyildirim;Finance Res. Lett.,2020

3. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Financial Mark.,2002

4. The cross-section of volatility and expected returns;Ang;J. Finance,2006

5. Catering through nominal share prices;Baker;J. Finance,2009

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