In search of cryptocurrency failure

• Main Authors: MA, Donglian, Jun TU, ZHU, Zhaobo
• 格式: text
• 語言: English
• 出版: Institutional Knowledge at Singapore Management University 2023
• 主題: Cryptocurrency; Failure risk; Risk-return tradeoff; Asset allocation; COVID19; Finance; Finance and Financial Management
• 在線閱讀: https://ink.library.smu.edu.sg/lkcsb_research/7442; https://ink.library.smu.edu.sg/context/lkcsb_research/article/8441/viewcontent/SSRN_id4164139.pdf
• 機構: Singapore Management University

This paper explores the determinants of cryptocurrency failure and the pricing of crypto failure risk. We document different significant market- and characteristic-based predictors for coin and token failures. The introduction of Bitcoin futures and the outbreak of COVID19 affect the importance of m...