Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets

Zaremba A., Bilgin M. H. , Long H., Mercik A., Szczygielski J. J.

International Review of Financial Analysis, vol.78, pp.1-16, 2021 (Peer-Reviewed Journal)

  • Publication Type: Article / Article
  • Volume: 78
  • Publication Date: 2021
  • Doi Number: 10.1016/j.irfa.2021.101908
  • Journal Name: International Review of Financial Analysis
  • Journal Indexes: Social Sciences Citation Index, Scopus, ABI/INFORM, Business Source Elite, Business Source Premier, EconLit
  • Page Numbers: pp.1-16