SSRNCrypto & DeFi
Liquidity Premium for Crypto Assets
The research introduces new liquidity premium Beta measures for crypto assets and portfolios, enhancing predictability and performance in situations of high liquidity.
Featured in No. 9 on 26 Jul 2023 · 28 days after release
- Released
- 28 Jun 2023
- First featured
- No. 9 · 26 Jul 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4521131
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).