A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies

C-Tier

Journal: Journal of Empirical Finance

Year: 2023

Volume: 74

Issue: C

Authors (4)

Jia, Yuecheng (not in RePEc) Wu, Yangru (not in RePEc) Yan, Shu (Oklahoma State University) Liu, Yuzheng (not in RePEc)

Score contribution per author:

0.252 = (α=2.02 / 4 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count