Is the cryptocurrency market efficient? Evidence from an analysis of fundamental factors for Bitcoin and Ethereum
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DOI: 10.2478/ijme-2022-0030
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More about this item
Keywords
active strategies; cryptocurrency; fundamental factors; informational efficiency; Ledoit and Wolf test;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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