Momentum and contrarian effects on the cryptocurrency market
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DOI: 10.1016/j.physa.2019.02.057
Abstract: We report the results of investigation of the momentum and contrarian effects on cryptocurrency markets. The investigated investment strategies involve 100 (amongst over 1200 present as of date Nov 2017) cryptocurrencies with the largest market… read more here.
Keywords: cryptocurrency; momentum; momentum contrarian; effects cryptocurrency ... See more keywords