Crypto Finance & Infrastructure
Bias-corrected asset pricing, market structure, and banking contagion in cryptocurrency markets — plus the open-source data infrastructure that makes the work possible.
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2 min read
Bias-corrected asset pricing, market structure, and banking contagion in cryptocurrency markets — plus the open-source data infrastructure that makes the work possible.
Correcting for survivorship and delisting bias substantially overturns published cryptocurrency anomaly evidence: size is overstated, while momentum and market beta no longer price …