The financialization of cryptocurrencies

The financialization of cryptocurrencies

We show that change in Grayscale Bitcoin Trust premium is the single most significant predictor of Bitcoin daily return. This sentiment measure is similar to the closed-end fund discount measure as in Baker and Wurgler (2006), but more likely to reflect the excess demand from traditional investors t...

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Bibliographic Details
Main Authors: HUANG, Lei, LIN, Tse-Chun, LU, Fangzhou, SUN, Jian
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2023
Subjects:
Cryptocurrency
Bitcoin ETFs
Coinbase
GBTC
Sentiment
Finance
Finance and Financial Management
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/7447
https://ink.library.smu.edu.sg/context/lkcsb_research/article/8446/viewcontent/SSRN_id3948407.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/lkcsb_research/7447
https://ink.library.smu.edu.sg/context/lkcsb_research/article/8446/viewcontent/SSRN_id3948407.pdf

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