A critical investigation of cryptocurrency data and analysis

journal contribution

posted on 2023-06-09, 18:36 authored by Carol AlexanderCarol Alexander, Michail DAKOS

Less than half the crytocurrency papers published since January 2017 employ correct data.

History

Publication status

Published

File Version

Accepted version

Journal

Quantitative Finance

ISSN

1469-7688

Publisher

Taylor & Francis

External DOI

https://doi.org/10.1080/14697688.2019.1641347

Department affiliated with

Accounting and Finance Publications

Full text available

Yes

Peer reviewed?

Yes

Legacy Posted Date

2019-08-09

First Open Access (FOA) Date

2021-02-08

First Compliant Deposit (FCD) Date

2019-08-09

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Categories

No categories selected

Keywords

Cryptocurrency; Cryptoasset; Price data; Market beta; Markov switching GARCH; Volatility

Licence

Copyright not evaluated

Exports