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Volume Versus Returns: Reevaluating the Predictive Power of Salience Theory in the Cryptocurrency Market

https://doi.org/10.2139/ssrn.4721640
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Advances in prospect theory: Cumulative representation of uncertainty
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Herding and feedback trading in cryptocurrency markets
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Investor attention in cryptocurrency markets
inferredcites →https://doi.org/10.1016/j.jbankfin.2019.105709openalex-extracted
Compulsive gambling in the financial markets: Evidence from two investor surveys
inferredcites →https://doi.org/10.1016/j.jbankfin.2022.106547openalex-extracted
Trading volume and liquidity provision in cryptocurrency markets
inferredcites →https://doi.org/10.1016/j.jbankfin.2023.107052openalex-extracted
Salience theory and cryptocurrency returns
inferredcites →https://doi.org/10.1016/j.jempfin.2022.11.005openalex-extracted
Salience theory in price and trading volume: Evidence from China
inferredcites →https://doi.org/10.1016/j.jfineco.2010.08.014openalex-extracted
Maxing out: Stocks as lotteries and the cross-section of expected returns
inferredcites →https://doi.org/10.1016/j.jfineco.2015.01.003openalex-extracted
High frequency market microstructure
inferredcites →https://doi.org/10.1016/j.jfineco.2019.03.008openalex-extracted
Size and value in China
inferredcites →https://doi.org/10.1016/j.jfineco.2019.07.001openalex-extracted
Trading and Arbitrage in Cryptocurrency Markets
inferredcites →https://doi.org/10.1016/j.jfineco.2020.12.012openalex-extracted
Salience theory and stock prices: Empirical evidence
inferredcites →https://doi.org/10.1016/j.jfineco.2021.09.018openalex-extracted
Corporate actions and the manipulation of retail investors in China: An analysis of stock splits
inferredcites →https://doi.org/10.1016/j.jfineco.2021.10.010openalex-extracted
Salience Theory and the Cross-Section of Stock Returns: International and Further Evidence
inferredcites →https://doi.org/10.1016/s1386-4181(01)00024-6openalex-extracted
Illiquidity and stock returns: cross-section and time-series effects
inferredcites →https://doi.org/10.1017/s0022109013000100openalex-extracted
Speculative Retail Trading and Asset Prices
inferredcites →https://doi.org/10.1017/s0022109016000089openalex-extracted
Gambling and Comovement
inferredcites →https://doi.org/10.1017/s0022109017000928openalex-extracted
A Lottery-Demand-Based Explanation of the Beta Anomaly
inferredcites →https://doi.org/10.1080/1351847x.2019.1647259openalex-extracted
The Pricing and Performance of Cryptocurrency
inferredcites →https://doi.org/10.1086/260061openalex-extracted
Risk, Return, and Equilibrium: Empirical Tests
inferredcites →https://doi.org/10.1093/qje/qjs018openalex-extracted
Salience Theory of Choice Under Risk
inferredcites →https://doi.org/10.1093/rapstu/raz011openalex-extracted
Publication Bias and the Cross-Section of Stock Returns
inferredcites →https://doi.org/10.1093/rfs/13.2.257openalex-extracted
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
inferredcites →https://doi.org/10.1093/rfs/hhaa089openalex-extracted
Tokenomics: Dynamic Adoption and Valuation
inferredcites →https://doi.org/10.1093/rfs/hhj035openalex-extracted
Downside Risk
inferredcites →https://doi.org/10.1093/rfs/hhm079openalex-extracted
All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
inferredcites →https://doi.org/10.1093/rfs/hhp041openalex-extracted
Expected Idiosyncratic Skewness
inferredcites →https://doi.org/10.1093/rfs/hhw049openalex-extracted
Prospect Theory and Stock Returns: An Empirical Test
inferredcites →https://doi.org/10.1093/rof/rfp018openalex-extracted
The Limits of the Limits of Arbitrage
inferredcites →https://doi.org/10.1109/tsmc.2018.2854904openalex-extracted
Blockchain and Cryptocurrencies: Model, Techniques, and Applications
inferredcites →https://doi.org/10.1111/0022-1082.00280openalex-extracted
Price Momentum and Trading Volume
inferredcites →https://doi.org/10.1111/0022-1082.00349openalex-extracted
The High‐Volume Return Premium
inferredcites →https://doi.org/10.1111/j.1540-6261.1986.tb02531.xopenalex-extracted
A Theory of Trading Volume
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb04074.xopenalex-extracted
Liquidity, Information, and Infrequently Traded Stocks
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb05202.xopenalex-extracted
Multifactor Explanations of Asset Pricing Anomalies
inferredcites →https://doi.org/10.1111/jofi.12365openalex-extracted
Does Academic Research Destroy Stock Return Predictability?
inferredcites →https://doi.org/10.1111/jofi.12883openalex-extracted
Taming the Factor Zoo: A Test of New Factors
inferredcites →https://doi.org/10.1111/jofi.13119openalex-extracted
Common Risk Factors in Cryptocurrency
inferredcites →https://doi.org/10.1111/jofi.13183openalex-extracted
Attention‐Induced Trading and Returns: Evidence from Robinhood Users
inferredcites →https://doi.org/10.1186/s40163-021-00163-8openalex-extracted
Cryptocurrencies and future financial crime
inferredcites →https://doi.org/10.1257/aer.103.3.623openalex-extracted
Salience and Asset Prices
inferredcites →https://doi.org/10.1287/mnsc.2014.2101openalex-extracted
Investor Sentiment, Beta, and the Cost of Equity Capital
inferredcites →https://doi.org/10.1287/mnsc.2023.00566openalex-extracted
Fundamental Pricing of Utility Tokens
inferredcites →https://doi.org/10.1287/mnsc.2023.4756openalex-extracted
A Model of Cryptocurrencies
inferredcites →https://doi.org/10.2139/ssrn.1262416openalex-extracted
Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
inferredcites →https://doi.org/10.2139/ssrn.3918107openalex-extracted
Corporate Actions and the Manipulation of Retail Investors in China: An Analysis of Stock Splits
inferredcites →https://doi.org/10.2139/ssrn.460660openalex-extracted
All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
inferredcites →https://doi.org/10.2307/1913610openalex-extracted
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.2307/2330874openalex-extracted
The Relation Between Price Changes and Trading Volume: A Survey
inferredcites →https://doi.org/10.2307/2676247openalex-extracted
A Trading Volume Benchmark: Theory and Evidence
inferredcites →https://doi.org/10.3386/w7625openalex-extracted
Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
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