Crypto Value, Factor Pricing, and Market Segmentation
- Lin William Cong ,
Lin William Cong
[email protected]https://orcid.org/0000-0002-2617-2367
Nanyang Business School and College of Computing and Data Science, Nanyang Technological University, 639798 Singapore; and The Fudan International School of Finance (Special-Term), Shanghai 200001, China; and Tsinghua University PBC School of Finance (Visiting), Beijing 100190, China
- G. Andrew Karolyi ,
G. Andrew Karolyi
[email protected]https://orcid.org/0000-0003-4885-8666
SC Johnson College of Business, Cornell University, Ithaca, New York 14853
- Ke Tang,
Ke Tang
[email protected]Institute of Economics, School of Social Sciences, Tsinghua University, Beijing 100084, China; and Yanqi Lake Beijing Institute of Mathematical Sciences and Applications, Beijing 100084, China
- Weiyi Zhao
Corresponding Author
Weiyi Zhao
[email protected]https://orcid.org/0000-0002-9946-5857
School of Finance, Zhongnan University of Economics and Law, Wuhan 430073, China; and The Innovation and Talent Base for Digital Technology and Finance, Zhongnan University of Economics and Law, Wuhan 430073, China
Lin William Cong
[email protected]https://orcid.org/0000-0002-2617-2367
Nanyang Business School and College of Computing and Data Science, Nanyang Technological University, 639798 Singapore; and The Fudan International School of Finance (Special-Term), Shanghai 200001, China; and Tsinghua University PBC School of Finance (Visiting), Beijing 100190, China
G. Andrew Karolyi
[email protected]https://orcid.org/0000-0003-4885-8666
SC Johnson College of Business, Cornell University, Ithaca, New York 14853
Ke Tang
[email protected]Institute of Economics, School of Social Sciences, Tsinghua University, Beijing 100084, China; and Yanqi Lake Beijing Institute of Mathematical Sciences and Applications, Beijing 100084, China
Corresponding Author
Weiyi Zhao
[email protected]https://orcid.org/0000-0002-9946-5857
School of Finance, Zhongnan University of Economics and Law, Wuhan 430073, China; and The Innovation and Talent Base for Digital Technology and Finance, Zhongnan University of Economics and Law, Wuhan 430073, China
Supplemental Material
The replication files for this article are available HERE.
