Application of the Fama French 3-Factor model to the cryptocurrency and token markets

This study investigates the ability of the Fama French 3-Factor model in predicting the returns of the cryptocurrency and token markets. The dataset is comprised of 30 cryptocurrencies and 30 tokens with a timeframe starting at 13th of November 2018 and finishing on the 15 of May 2020. In accordance...

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Bibliographic Details
Main Author: Coelho, Diana Mara Costa (author)
Format: masterThesis
Language:eng
Published: 2020
Subjects:
Cryptocurrency
Token
Fama French 3-factor model
Criptomoeda
Modelo Fama French de 3 fatores
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
Online Access:http://hdl.handle.net/10400.14/31260
Country:Portugal
Oai:oai:repositorio.ucp.pt:10400.14/31260

Internet

http://hdl.handle.net/10400.14/31260

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