Simeng Li

affiliation not provided to SSRN

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Scholarly Papers (1)

What Is the Expected Return on Bitcoin? Extracting the Term Structure of Returns from Options Prices

Number of pages: 13 Posted: 05 Oct 2021
Macquarie University, affiliation not provided to SSRN, The University of Sydney and The University of Sydney - Discipline of Finance
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Abstract:

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Bitcoin, cryptocurrency, expected return, term structure, risk premium