---
title: Factors Affecting Cryptocurrency Returns
url: https://www.ml-quant.com/papers/repec/gmf-journl-y-2023-i-57-p-71-85/
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:gmf:journl:y:2023:i:57:p:71:85
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fimpactum-journals.uc.pt%2Fnotaseconomicas%2Farticle%2Fview%2F14048%2F9705%3Bh%3Drepec%3Agmf%3Ajournl%3Ay%3A2023%3Ai%3A57%3Ap%3A71%3A85
featured: 2024-03-13
citations: unknown
topic: Crypto & DeFi
---


# Factors Affecting Cryptocurrency Returns

The study finds that smaller market capitalization, higher reversal, lower liquidity, and lower maturity in cryptocurrencies tend to yield higher returns.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fimpactum-journals.uc.pt%2Fnotaseconomicas%2Farticle%2Fview%2F14048%2F9705%3Bh%3Drepec%3Agmf%3Ajournl%3Ay%3A2023%3Ai%3A57%3Ap%3A71%3A85
- Identifier: RePEc:gmf:journl:y:2023:i:57:p:71:85
- Released: 2023-09-20
- First featured: Quant Letter No. 40 (2024-03-13): https://www.ml-quant.com/issues/2024-03-13/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Crypto & DeFi

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