Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization[J] FINANCE RESEARCH LETTERS 2020(34) Turattia, Douglas Eduardo de Paula e Silva Mendes, Fernando Henrique Caldeira, Joao Frois
Cryptocurrencies: formation of returns from the CRIX index[J] APPLIED ECONOMICS LETTERS 2020(28) Tavares, Ricardo de Souza Caldeira, Joao Frois Raimundo Junior, Gerson de Souza
It's all in the timing again: simple active portfolio strategies that outperform naive diversification in the cryptocurrency market[J] APPLIED ECONOMICS LETTERS 2020 Tavares, Ricardo de Souza Caldeira, Joao Frois Raimundo Junior, Gerson de Souza
