The pricing of bad contagion in cryptocurrencies: A four-factor pricing model

Title
The pricing of bad contagion in cryptocurrencies: A four-factor pricing model
Authors
Keywords
Asset pricing, factors model, bad contagion, cryptocurrencies
Journal
Finance Research Letters
Volume 41, Issue -, Pages 101797
Publisher
Elsevier BV
Online
2020-10-17
DOI
10.1016/j.frl.2020.101797

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