Matthew Stuart

Loyola University, Chicago

IL

SCHOLARLY PAPERS

1

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227

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1

Scholarly Papers (1)

1.

Inverse Leverage Effect for Cryptocurrencies and Meme Stocks: A Comprehensive Framework

Number of pages: 99 Posted: 13 Dec 2022
Lendie Follett, Steven Kou, Matthew Stuart and Cindy Yu
Drake University, Boston University, Loyola University, Chicago and Iowa State University
Downloads 227 (294,847)
Citation 1

Abstract:

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Cryptocurrencies, Jump diffusion models, Bayesian analysis, Asymmetric Laplace distribution