Keywords: Panel-data
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Journal Articles
China Accounting and Finance Review (2023) 25 (2): 145–183.
Published: 10 August 2022
... (GARCH). Fama and French's five-factor analysis, a frequently used method to study stock returns, is conducted on cryptocurrency returns in a panel-data setting. Finally, an efficient frontier is produced with and without cryptocurrencies to see how adding cryptocurrencies to a portfolio makes...

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