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A critical investigation of cryptocurrency data and analysis

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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

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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    University of Sussex (Publications)

    Categories

    No categories selected

    Keywords

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

    Licence

    Copyright not evaluated

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