IDEAS home Printed from https://ideas.repec.org/r/hhs/rbnkwp/0408.html

On the Performance of Cryptocurrency Funds

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Guo, Xiaochun & Guo, Kun & Wang, Shouyang, 2026. "The Crypto Risk Composite Index (CCRI)-advancing risk management in the digital asset space," International Review of Financial Analysis, Elsevier, vol. 113(C).
  2. Victoria Dobrynskaya & Mikhail Dubrovskiy, 2022. "Cryptocurrencies Meet Equities: Risk Factors And Asset Pricing Relationships," HSE Working papers WP BRP 86/FE/2022, National Research University Higher School of Economics.
  3. Chu, Gang & Dowling, Michael & Li, Xiao, 2026. "Impermanent loss in cryptocurrency," Journal of International Money and Finance, Elsevier, vol. 160(C).
  4. Thomas Conlon & Diego Víctor De Mingo‐López & Andrew Urquhart, 2025. "Persistence and Market Timing Ability of Cryptocurrency Funds," Financial Management, Financial Management Association International, vol. 54(4), pages 791-816, December.
  5. Paola Agnese Bongini & Francesca Mattassoglio & Alessia Pedrazzoli & Silvio Vismara, 2025. "Crypto ecosystem: navigating the past, present, and future of decentralized finance," The Journal of Technology Transfer, Springer, vol. 50(5), pages 2054-2075, October.
  6. Dimitriadis, Konstantinos A. & Koursaros, Demetris & Savva, Christos S., 2025. "Exploring the dynamic nexus of traditional and digital assets in inflationary times: The role of safe havens, tech stocks, and cryptocurrencies," Economic Modelling, Elsevier, vol. 151(C).
  7. Khaki, Audil & Prasad, Mason & Al-Mohamad, Somar & Bakry, Walid & Vo, Xuan Vinh, 2023. "Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?," Research in International Business and Finance, Elsevier, vol. 64(C).
  8. Dombrowski, Niclas & Drobetz, Wolfgang & Momtaz, Paul P., 2023. "Performance measurement of crypto funds," Economics Letters, Elsevier, vol. 228(C).
  9. Dobrynskaya, Victoria, 2024. "Is downside risk priced in cryptocurrency market?," International Review of Financial Analysis, Elsevier, vol. 91(C).
  10. Ben Khelifa, Soumaya & Guesmi, Khaled & Urom, Christian, 2021. "Exploring the relationship between cryptocurrencies and hedge funds during COVID-19 crisis," International Review of Financial Analysis, Elsevier, vol. 76(C).
  11. Bianchi, Daniele & Babiak, Mykola & Dickerson, Alexander, 2022. "Trading volume and liquidity provision in cryptocurrency markets," Journal of Banking & Finance, Elsevier, vol. 142(C).
  12. Fu, Zhonghao & Gao, Shang & Su, Liangjun & Wang, Xia, 2026. "High-dimensional conditional factor model," Journal of Econometrics, Elsevier, vol. 254(PB).
  13. Giménez Roche, Gabriel A. & Noël, Antoine & Sauce, Loïc, 2025. "Bitcoin trade volume in decentralized markets: International evidence," Technological Forecasting and Social Change, Elsevier, vol. 214(C).
  14. Ko, Hyungjin & Son, Bumho & Lee, Jaewook, 2024. "Portfolio insurance strategy in the cryptocurrency market," Research in International Business and Finance, Elsevier, vol. 67(PA).
  15. Kim, Jang Ho, 2022. "Analyzing diversification benefits of cryptocurrencies through backfill simulation," Finance Research Letters, Elsevier, vol. 50(C).
  16. Rzayev, Khaladdin & Sakkas, Athanasios & Urquhart, Andrew, 2025. "An adoption model of cryptocurrencies," European Journal of Operational Research, Elsevier, vol. 323(1), pages 253-266.
  17. Andreas Renard Widarto & Harjum Muharam & Sugeng Wahyudi & Irene Rini Demi Pangestuti, 2022. "ASEAN-5 and Crypto Hedge Fund: Dynamic Portfolio Approach," SAGE Open, , vol. 12(2), pages 21582440221, April.
  18. Mercik, Aleksander & Słoński, Tomasz & Karaś, Marta, 2024. "Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies," International Review of Financial Analysis, Elsevier, vol. 92(C).
  19. Guo, Weiwei & Jahanshahloo, Hossein & Spokeviciute, Laima & Wang, Qingwei, 2026. "The dual impact of on-chain and off-chain factors on Bitcoin market efficiency," The British Accounting Review, Elsevier, vol. 58(3).
  20. Siu Hin Tang & Mathieu Rosenbaum & Chao Zhou, 2023. "Forecasting Volatility with Machine Learning and Rough Volatility: Example from the Crypto-Winter," Papers 2311.04727, arXiv.org, revised Feb 2024.
  21. Daniele Bianchi & Mykola Babiak, 2021. "A Factor Model for Cryptocurrency Returns," CERGE-EI Working Papers wp710, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  22. Colak, Gonul & Vedova, Joshua Della & Foley, Sean & Mai, Sinh Thoi, 2026. "Financial uncertainty and the cross-section of cryptocurrency returns," Journal of Banking & Finance, Elsevier, vol. 188(C).
  23. Tang, Hongfei & Xie, Kangzhen & Xu, Xiaoqing Eleanor, 2025. "Cryptocurrency ETFs vs. nonredeemable investment trusts: An in-depth analysis," International Review of Economics & Finance, Elsevier, vol. 102(C).
  24. Daniele Bianchi & Massimo Guidolin & Manuela Pedio, 2020. "Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets," BAFFI CAREFIN Working Papers 20143, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  25. Schwenkler, G. & Zheng, H., 2025. "News-driven peer co-movement in crypto markets," Journal of Corporate Finance, Elsevier, vol. 93(C).
  26. Luo, Ji & Zhang, Shuguang & Zhang, Cheng, 2025. "Drivers of investment intentions across diverse cryptocurrency categories," Finance Research Letters, Elsevier, vol. 77(C).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.