arXiv q-fin· Antonis Ballis, Christos Ioannidis·· 2 days agoAI Score55
arXiv Paper: Weak-Form Efficiency Tests of the Full-History Market Capitalization Distribution of Crypto Assets
Market Efficiency in a Changing Asset Population: Mobility, Entry, and Survival over Cryptocurrency's Full History
AI summary
Antonis Ballis and Christos Ioannidis released a working paper on arXiv, using a sample of all 8,970 crypto assets and 690 weekly cross-sections from 2013 to 2026 to directly observe asset entry, exit, and survival, and to test the weak-form efficiency symmetry constraints of the Markov chain for the crypto asset market capitalization distribution.
Source:arXiv q-fin · arxiv.org