Bitcoin Returns and the Frequency of Daily Abnormal Returns

Guglielmo Maria Caporale, Alex Plastun, Viktor Oliinyk. Bitcoin Returns and the Frequency of Daily Abnormal Returns. Ledger, 6, 2021. [doi]

@article{CaporalePO21,
  title = {Bitcoin Returns and the Frequency of Daily Abnormal Returns},
  author = {Guglielmo Maria Caporale and Alex Plastun and Viktor Oliinyk},
  year = {2021},
  doi = {10.5195/ledger.2021.216},
  url = {https://doi.org/10.5195/ledger.2021.216},
  researchr = {https://researchr.org/publication/CaporalePO21},
  cites = {0},
  citedby = {0},
  journal = {Ledger},
  volume = {6},
}