---
title: Anomalies in Cryptocurrencies
url: https://www.ml-quant.com/papers/repec/gam-jjrfmx-v-17-y-2024-i-8-p-351-d-1454951/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:gam:jjrfmx:v:17:y:2024:i:8:p:351-:d:1454951
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F17%2F8%2F351%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A17%3Ay%3A2024%3Ai%3A8%3Ap%3A351-%3Ad%3A1454951
featured: 2024-08-21
citations: unknown
topic: Crypto & DeFi
---


# Anomalies in Cryptocurrencies

The study reveals significant changes in volatility and day-of-the-week effects on cryptocurrency returns, especially during the COVID-19 pandemic.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.mdpi.com%2F1911-8074%2F17%2F8%2F351%2Fpdf%3Bh%3Drepec%3Agam%3Ajjrfmx%3Av%3A17%3Ay%3A2024%3Ai%3A8%3Ap%3A351-%3Ad%3A1454951
- Identifier: RePEc:gam:jjrfmx:v:17:y:2024:i:8:p:351-:d:1454951
- Released: 2024-08-21
- First featured: Quant Letter No. 62 (2024-08-21): https://www.ml-quant.com/issues/2024-08-21/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Crypto & DeFi

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