Macroeconomic fundamentals and cryptocurrency prices: A common trend approach-Reference-Cited by-同舟云学术

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Macroeconomic fundamentals and cryptocurrency prices: A common trend approach

Published:2022-12-27 Issue:1 Volume:52 Page:181-198
ISSN:0046-3892
Container-title:Financial Management
language:en
Short-container-title:Financial Management

Author:

Jiang Xiaoquan¹,Rodríguez Iván M.²,Zhang Qianying³

Affiliation:

1. Department of Finance, College of Business Florida International University MiamiFloridaUSA

2. Department of Accounting, Finance, & Information Systems, College of BusinessEastern Michigan University YpsilantiMichiganUSA

3. Department of Economics, Business, and AccountingHillsdale College HillsdaleMichiganUSA

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/fima.12412

Reference47 articles.

1. Investor Sentiment and the Cross-Section of Stock Returns

2. Measuring Economic Policy Uncertainty*

3. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles

4. A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1

5. Bitcoin: Medium of exchange or speculative assets?

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1. The impact of the day of the week on the financial market: an empirical investigation on cryptocurrencies;International Journal of Quality & Reliability Management;2024-06-03

2. Cryptocurrency returns and consumption-based asset pricing;Applied Economics;2024-05-27

3. Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies;International Review of Financial Analysis;2024-03

4. The Crumbling Wall between Crypto and Non-crypto Markets: Risk Transmission through Stablecoins;SSRN Electronic Journal;2023

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