Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

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Cross-Sectional Properties of Cryptocurrency Returns

2021/41/B/HS4/02443

Keywords:

cryptocurrencies cross-section of returns asset pricing anomalies on the financial markets market premium,

Descriptors:

  • HS4_006:

Panel:

HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies

Host institution :

Uniwersytet Ekonomiczny w Poznaniu, Instytut Informatyki i Ekonomii Ilościowej

woj. wielkopolskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

dr hab. Barbara Zofia Będowska-Sójka 

Number of co-investigators in the project: 3

Call: OPUS 21 - announced on 2021-03-15

Amount awarded: 483 212 PLN

Project start date (Y-m-d): 2022-01-26

Project end date (Y-m-d): 2026-01-25

Project duration:: 48 months (the same as in the proposal)

Project status: Pending project

Project description

Download the project description in a pdf file

Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.

Information in the final report

  • Publication in academic press/journals (7)
  1. Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine
    Authors:
    Barbara Będowska-Sójka, Ender Demir, Adam Zaremba
    Academic press:
    Finance Research Letters (rok: 2022, tom: 50, strony: 45665), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.frl.2022.103192 - link to the publication
  2. Is geopolitical risk priced in the cross-section of cryptocurrency returns?
    Authors:
    Huaigang Long, Ender Demir, Barbara Będowska-Sójka, Adam Zaremba, Syed Jawad Hussain Shahzad
    Academic press:
    Finance Research Letters (rok: 2022, tom: 49, strony: 45665), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.frl.2022.103192 - link to the publication
  3. Is geopolitical risk priced in the cross-section of cryptocurrency returns?
    Authors:
    Huaigang Long, Ender Demir, Barbara Będowska-Sójka, Adam Zaremba, Syed Jawad Hussain Shahzad
    Academic press:
    Finance Research Letters (rok: 2022, tom: 49, strony: 45665), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.frl.2022.103192 - link to the publication
  4. Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine
    Authors:
    Barbara Będowska-Sójka, Ender Demir, Adam Zaremba
    Academic press:
    Finance Research Letters (rok: 2022, tom: 50, strony: 45665), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.frl.2022.103192 - link to the publication
  5. Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective
    Authors:
    Barbara Będowska-Sójka, Agata Kliber
    Academic press:
    Energy Economics (rok: 2022, tom: 115, strony: 45673), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.eneco.2022.106360 - link to the publication
  6. Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective
    Authors:
    Barbara Będowska-Sójka, Agata Kliber
    Academic press:
    Energy Economics (rok: 2022, tom: 115, strony: 45673), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.eneco.2022.106360 - link to the publication
  7. Return and volatility connectedness of the non-fungible tokens segments
    Authors:
    Zaghum Umar, Wafa Alwahedi, Adam Zaremba, Xuan Vinh Vo,
    Academic press:
    Journal of Behavioral and Experimental Finance (rok: 2022, tom: 35, strony: 100692), Wydawca: Elsevier
    Status:
    Published
    DOI:
    10.1016/j.jbef.2022.100692 - link to the publication

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