Seasonal and Calendar Effects and the Price Efficiency of Cryptocurrencies
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DOI: 10.1016/j.frl.2021.102354
Abstract: Abstract We investigate the pricing efficiency of numerous popular cryptocurrencies using a wide range of non-economic events that include calendar anomalies, natural condition-based anomalies, holidays when US exchanges are closed and secular and ethnic holidays… read more here.
Keywords: finance; seasonal calendar; efficiency; effects price ... See more keywords