Keywords: G10
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Journal Articles
Journal Articles
China Accounting and Finance Review (2025) 27 (4): 493–519.
Published: 12 August 2025
... at Link to the terms of the CC BY 4.0 licence . Cryptocurrency Asset pricing Factor model Size Reversal Illiquidity G10 G11 G12 G40 Since its emergence in 2009 as an open-source digital currency, Bitcoin has sparked the creation and launch of numerous cryptocurrencies built...
Includes: Supplementary data
Journal Articles
China Accounting and Finance Review (2024) 26 (2): 253–275.
Published: 08 May 2024
...://creativecommons.org/licences/by/4.0/legalcode Illiquidity Emerging market Liquidity adjusted CAPM WUI EGARCH G10 G12 G15 Third, the study considered illiquidity time series analysis to examine the return-volatility-liquidity relationship using the OLS model to provide information on price...
Journal Articles
China Accounting and Finance Review (2022) 24 (3): 359–390.
Published: 10 June 2022
...://creativecommons.org/licences/by/4.0/legalcode Bankruptcy courts Bankruptcy mechanism Credit spread Resolution of bond defaults G10 G33 K10 The law and its enforcement are important determinants of financial development (La Porta, Lopez-de-Silanes, Shleifer, & Vishny, 1997 , 1998...

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