Essays about: "Erik Stålman"
Found 1 essay containing the words Erik Stålman.
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1. Cryptocurrency Return Predictors - A Replicative Reassessment Rising Stablecoin Growth - Cryptocurrency Return Predictors in New Market Conditions
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : We successfully construct nine significant cryptocurrency return predictor strategies based on market capitalization, momentum and volatility characteristics. We replicate the methods used in the article "Common Risk Factors In Cryptocurrency" using a larger and more recent dataset encompassing changed cryptocurrency market conditions and asset composition (Liu, Tsyvinski, Wu, 2022). READ MORE
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