Open Access. Powered by Scholars. Published by Universities.®
Finance and Financial Management Commons™
Open Access. Powered by Scholars. Published by Universities.®
- Discipline
-
- Technology and Innovation (15)
- Social and Behavioral Sciences (11)
- Computer Sciences (10)
- Physical Sciences and Mathematics (10)
- Databases and Information Systems (7)
-
- Economics (7)
- Portfolio and Security Analysis (7)
- Accounting (5)
- Banking and Finance Law (5)
- E-Commerce (5)
- Finance (5)
- Law (5)
- Business Analytics (4)
- Corporate Finance (4)
- Asian Studies (3)
- International and Area Studies (3)
- Securities Law (3)
- Artificial Intelligence and Robotics (2)
- Business Intelligence (2)
- Information Security (2)
- Legislation (2)
- Marketing (2)
- Other Economics (2)
- Taxation (2)
- Administrative Law (1)
- Agency (1)
- Antitrust and Trade Regulation (1)
- Arts Management (1)
- Institution
-
- Singapore Management University (27)
- Brigham Young University (3)
- University of New Hampshire (3)
- University of South Carolina (3)
- Old Dominion University (2)
-
- University of Arkansas, Fayetteville (2)
- Utah State University (2)
- Chapman University (1)
- City University of New York (CUNY) (1)
- Claremont Colleges (1)
- De La Salle University (1)
- DePaul University (1)
- Fordham Law School (1)
- Georgia Southern University (1)
- Illinois Wesleyan University (1)
- Institute of Business Administration (1)
- Lewis & Clark Law School (1)
- Liberty University (1)
- Montclair State University (1)
- Pace University (1)
- Penn State Dickinson Law (1)
- Sacred Heart University (1)
- Southern Methodist University (1)
- Universitas Indonesia (1)
- University of Nebraska - Lincoln (1)
- University of Nebraska at Omaha (1)
- University of Texas at El Paso (1)
- Publication Year
- Publication
-
- Research Collection Lee Kong Chian School Of Business (10)
- Research Collection School Of Computing and Information Systems (7)
- Perspectives@SMU (4)
- Faculty Publications (3)
- Honors Theses and Capstones (3)
-
- All Graduate Plan B and other Reports, Spring 1920 to Spring 2023 (2)
- Dissertations and Theses Collection (Open Access) (2)
- Finance Undergraduate Honors Theses (2)
- Honors College Theses (2)
- Senior Theses (2)
- Sim Kee Boon Institute for Financial Economics (2)
- Asian Management Insights (1)
- Business Exchange (1)
- Business Review (1)
- CMC Senior Theses (1)
- DLSU Business & Economics Review (1)
- Department of Accounting and Finance Faculty Scholarship and Creative Works (1)
- Dickinson Law Review (2017-Present) (1)
- Doctoral Dissertations (DBA) (1)
- ESI Publications (1)
- Finance Faculty Publications (1)
- Fordham Journal of Corporate & Financial Law (1)
- Honors Program: Senior Projects (Public) (1)
- Journal of Ideology (1)
- Lewis & Clark Law Review (1)
- Open Access Theses & Dissertations (1)
- Publications and Research (1)
- Research Collection Yong Pung How School Of Law (1)
- SMU Data Science Review (1)
- Senior Honors Theses (1)
- Publication Type
Articles 61 - 62 of 62
Full-Text Articles in Finance and Financial Management
Returns To Buying Winners And Selling Losers: A Look At Cryptocurrencies, Daniel Walker
Returns To Buying Winners And Selling Losers: A Look At Cryptocurrencies, Daniel Walker
CMC Senior Theses
This paper is, to my knowledge, one of the first ever to examine the effectiveness of price momentum trading strategies applied to cryptocurrencies. Using aggregate OHLCV (Open, High, Low, Close, Volume) data on cryptocurrency pairs from Poloniex, Bittrex, and Bitfinex, I apply Jegadeesh and Titman’s classic -month/-month momentum trading strategy, reporting annual returns with and without incorporating trading fees. Portfolios are resampled daily, weekly, and monthly, testing lookback and holding periods ranging from one day to one year. The results show that trading cryptocurrencies using momentum strategies derives returns that rapidly increase the more often portfolios are resampled, with the …
The Efects Of Cryptocurrency Wealth On Household Consumption And Investment, Darren Aiello, Scott R. Baker, Tetyana Balyuk, Marco Di Maggio, Mark J. Johnson, Jason Kotter
The Efects Of Cryptocurrency Wealth On Household Consumption And Investment, Darren Aiello, Scott R. Baker, Tetyana Balyuk, Marco Di Maggio, Mark J. Johnson, Jason Kotter
Faculty Publications
This paper uses transaction-level bank and credit card data to identify cryptocurrency investors and assess the impact of crypto wealth fuctuations on household consumption, as well as on investments in other assets. We fnd an $0.09 MPC from crypto gains, exceeding most previous estimates from unrealized equity gains. However, crypto investors are mostly also active equity investors, with many similar consumption patterns across gains from both asset classes. Households sell cryptocurrencies to increase discretionary and housing expenditures, with the latter causing local house price appreciation.