SSRNCrypto & DeFi
Fundamentals in Cryptocurrency Valuation: Evidence from DeFi Markets
Revenue surprises on 95 DeFi protocols predict abnormal token returns, with one-standard-deviation surprises associated with 28.8 basis points higher returns over three days when tokens have direct revenue claims.
Featured in No. 134 on 9 Oct 2026 · 3 days after release
- Released
- 6 Oct 2026
- First featured
- No. 134 · 9 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7566845
- Authors
- Simon Harre et al.
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).