Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets

Zaremba, Adam ; Bilgin, Mehmet Huseyin ; Long, Huaigang ; Mercik, Aleksander ; Szczygielski, Jan J.

International review of financial analysis, 2021-11, Vol.78, p.101908, Article 101908 [Periódico revisado por pares]

Elsevier Inc

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