Essays about: "Erik Stålman"

Found 1 essay containing the words Erik Stålman.

  1. 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 ekonomi

    Author : Erik Stålman; Alexander Ripe; [2022]
    Keywords : Cryptocurrency; Factors Model; Zero-Investment Long-;

    Abstract : 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