Essays about: "Robin Hinny"

Found 1 essay containing the words Robin Hinny.

  1. 1. Cryptocurrency Market Anomalies: The Day-of-the-week Effect : A study on the existence of the Day-of-the-week effect in cryptocurrencies and crypto portfolios.

    University essay from Jönköping University/IHH, Nationalekonomi

    Author : Robin Hinny; Dorottya Kata Szabó; [2022]
    Keywords : Cryptocurrency; Day-of-the-week Effect; Cryptocurrency portfolios; Efficient Market Hypothesis; Bitcoin; Market Anomaly; Rolling regressions; The Markowitz model;

    Abstract : This research paper studies the Day-of-the-week effect in the cryptocurrency market. Using multiple regression, we analyze the effect using 12 counterfactual optimized portfolios of the cryptocurrencies, as well as the 10 cryptocurrencies alone. READ MORE