The dynamics of returns predictability in cryptocurrency markets

Daniele Bianchi; Massimo Guidolin; Manuela Pedio

doi:10.1080/1351847x.2022.2084343

The dynamics of returns predictability in cryptocurrency markets

Daniele Bianchi^*, Massimo Guidolin, Manuela Pedio

^*Corresponding author for this work

School of Accounting and Finance - Business School

Research output: Contribution to journal › Article (Academic Journal) › peer-review

4 Citations (Scopus)

Original language	English
Journal	European Journal of Finance
Volume	29
Issue number	6
DOIs	https://doi.org/10.1080/1351847x.2022.2084343
Publication status	Published - 8 Jun 2022

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AF Financial Markets

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title = "The dynamics of returns predictability in cryptocurrency markets",

author = "Daniele Bianchi and Massimo Guidolin and Manuela Pedio",

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T1 - The dynamics of returns predictability in cryptocurrency markets

AU - Bianchi, Daniele

AU - Guidolin, Massimo

AU - Pedio, Manuela

PY - 2022/6/8

Y1 - 2022/6/8

UR - http://dx.doi.org/10.1080/1351847x.2022.2084343

U2 - 10.1080/1351847x.2022.2084343

DO - 10.1080/1351847x.2022.2084343

M3 - Article (Academic Journal)

SN - 1351-847X

VL - 29

JO - European Journal of Finance

JF - European Journal of Finance

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The dynamics of returns predictability in cryptocurrency markets

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