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Cryptocurrency Volume-Weighted Time Series Momentum

https://doi.org/10.2139/ssrn.4825389
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1 of the 28 references listed on this page is in the Retraction Watch database as retracted (export 2026-10-28): 10.1016/j.frl.2018.08.015 (notice 2025-12-18).

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/j.econlet.2019.03.028openalex-extracted
Cryptocurrencies and momentum
inferredcites →https://doi.org/10.1016/j.frl.2018.08.015openalex-extracted
RETRACTED: Trading volume and the predictability of return and volatility in the cryptocurrency market
inferredcites →https://doi.org/10.1016/j.frl.2019.08.011openalex-extracted
The profitability of technical trading rules in the Bitcoin market
inferredcites →https://doi.org/10.1016/j.frl.2019.09.007openalex-extracted
Does intraday time-series momentum exist in Chinese stock index futures market?
inferredcites →https://doi.org/10.1016/j.irfa.2020.101469openalex-extracted
Time series momentum and macroeconomic risk
inferredcites →https://doi.org/10.1016/j.irfa.2021.101829openalex-extracted
MAX Momentum in Cryptocurrency Markets
inferredcites →https://doi.org/10.1016/j.jbankfin.2014.12.017openalex-extracted
Profitability of time series momentum
inferredcites →https://doi.org/10.1016/j.jbankfin.2018.10.010openalex-extracted
Time-series momentum in nearly 100 years of stock returns
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.2022.106704openalex-extracted
Cross-asset time-series momentum: Crude oil volatility and global stock markets
inferredcites →https://doi.org/10.1016/j.jfineco.2011.11.003openalex-extracted
Time Series Momentum
inferredcites →https://doi.org/10.1016/j.jfineco.2019.02.011openalex-extracted
Cross-Asset Signals and Time Series Momentum
inferredcites →https://doi.org/10.1016/j.jfineco.2019.08.004openalex-extracted
Time series momentum: Is it there?
inferredcites →https://doi.org/10.1016/j.najef.2021.101428openalex-extracted
Dynamic time series momentum of cryptocurrencies
inferredcites →https://doi.org/10.1016/j.physa.2019.02.057openalex-extracted
Momentum and contrarian effects on the cryptocurrency market
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/s0022109024000747openalex-extracted
A Trend Factor for the Cross Section of Cryptocurrency Returns
inferredcites →https://doi.org/10.1080/1351847x.2020.1835685openalex-extracted
Predictability of bitcoin returns
inferredcites →https://doi.org/10.1080/14697688.2023.2269999openalex-extracted
Cryptocurrency factor momentum
inferredcites →https://doi.org/10.1086/294846openalex-extracted
Mutual Fund Performance
inferredcites →https://doi.org/10.1093/rfs/hhaa113openalex-extracted
Risks and Returns of Cryptocurrency
inferredcites →https://doi.org/10.1093/rfs/hhx131openalex-extracted
Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?
inferredcites →https://doi.org/10.1111/0022-1082.00280openalex-extracted
Price Momentum and Trading Volume
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb04702.xopenalex-extracted
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
inferredcites →https://doi.org/10.1111/jofi.12021openalex-extracted
Value and Momentum Everywhere
inferredcites →https://doi.org/10.1111/jofi.13119openalex-extracted
Common Risk Factors in Cryptocurrency
inferredcites →https://doi.org/10.1287/mnsc.2021.01448openalex-extracted
Direct Evidence of Bitcoin Wash Trading
inferredcites →https://doi.org/10.2307/2297912openalex-extracted
Automatic Lag Selection in Covariance Matrix Estimation
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