Event Studies with Crypto-Asset Returns - 275580156.pdf
core.ac.uk
The empirical evidence provided by the simulation then used in the first ever crypto-asset based event-study. However, the GRANK-T test fails to reject the null hypothesis of no insider trading during the three days preceding the announcements
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- The empirical evidence provided by the simulation then used in the first ever crypto-asset based event-study.
- However, the GRANK-T test fails to reject the null hypothesis of no insider trading during the three days preceding the announcements
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