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Information × Registration Number 2122U003016, Article popup.category Препринт Title popup.author Balakirska Alisa popup.publication 01-01-2022 popup.source_user Український католицький університет popup.source https://hdl.handle.net/20.500.14570/3894 popup.publisher Description In this research we consider a comprehensive list of price- and market-related return predictors in the cryptocurrency market. Using the long-short strategies we formed a set of available characteristics at the daily and weekly frequencies. We further implement equal- and value-weighted portfolios and find a number of cryptocurrency characteristics that are successfully predicting their returns. Specifically, a number of cryptocurrency characteristics form successful long-short strategies that generate sizable and statistically significant returns. popup.nrat_date 2025-05-09 Close