Browsing Research Articles (Financial Management) by Author "Demir, Ender"

Browsing Research Articles (Financial Management) by Author "Demir, Ender"

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  • Seasonality in the cross-section of cryptocurrency returns 
    Long, Huaigang; Zaremba, Adam; Demir, Ender; Szczygielski, Jan Jakub; Vasenin, Mikhail (Elsevier, 2020-07)
    This study presents the first attempt to examine the cross-sectional seasonality anomaly in cryptocurrency markets. To this end, we apply sorts and cross-sectional regressions to investigate daily returns on 151 ...