Is the cryptocurrency market efficient? Evidence from an analysis of fundamental factors for Bitcoin and Ethereum

Is the cryptocurrency market efficient? Evidence from an analysis of fundamental factors for Bitcoin and Ethereum

This article sheds new light on the informational efficiency of the cryptocurrency market by analyzing investment strategies based on structural factors related to on-chain data. The study aims to verify whether investors in the cryptocurrency market can outperform passive investment strategies by a...

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Bibliographic Details
Main Authors: Łęt Blanka, Sobański Konrad, Świder Wojciech, Włosik Katarzyna
Format: Article
Language:English
Published: Sciendo 2022-12-01
Series:International Journal of Management and Economics
Subjects:
active strategies
cryptocurrency
fundamental factors
informational efficiency
ledoit and wolf test
f31
g11
g15
Online Access:https://doi.org/10.2478/ijme-2022-0030

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