Testing the efficient market hypothesis in cryptocurrency market: evidence from ethereum and bitcoin cash
Di Francesco, Sara (A.A. 2018/2019) Testing the efficient market hypothesis in cryptocurrency market: evidence from ethereum and bitcoin cash. Tesi di Laurea in Asset pricing, Luiss Guido Carli, relatore Nicola Borri, pp. 58. [Master's Degree Thesis]
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Abstract/Index
Literature review. Efficient market hypothesis. Cryptocurrency introduction. Anomalies in cryptocurrency market. Methodology. Test on the day of the week anomaly. Empirical analysis.
References
Bibliografia: pp. 43-47.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Asset pricing |
| Thesis Supervisor: | Borri, Nicola |
| Thesis Co-Supervisor: | Benigno, Pierpaolo |
| Academic Year: | 2018/2019 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 03 Apr 2020 10:36 |
| Last Modified: | 03 Apr 2020 10:36 |
| URI: | https://tesi.luiss.it/id/eprint/26250 |
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