… paper extend the research on idiosyncratic risks in the cryptocurrency market. It is widely
accepted that idiosyncratic risk is an important pricing factor in the stock market, and a series of …

… cryptocurrency markets, we report results similar to the latter strand of research: cryptocurrencies
with high idiosyncratic … the future than those with low idiosyncratic volatility. This pattern …

… , while accounting for cryptocurrency sample selection, we show that the … risk measured
by idiosyncratic volatility is well priced in cryptocurrencies and investors are being paid a risk …

… Although we find that cryptocurrency returns are highly correlated one with the other, …
idiosyncratic risk can be significantly reduced and that portfolios of cryptocurrencies offer better risk-…

… We investigate the impact of retail vs institutional investor attention on returns, idiosyncratic
risk and liquidity of the cryptocurrency market. Accordingly, retail (institutional) investor …

… First, due to the nascent nature of the cryptocurrency phenomenon, relatively less attention
… examined the trade-off between risk and returns in the Bitcoin market, a lacuna in the …

… Secondly, we contribute to growing literature on the economics of cryptocurrency markets.
Ex… Our analysis confirms these more informal accounts but qualifies such risk as idiosyncratic …

… comes to the cryptocurrency market, financial risks cannot be examined without taking into
account technology risks. For … are not only highly correlated but also exhibit idiosyncratic risk. …

… most popular cryptocurrency and the most liquid. It has a market capitalization of over 71
billion USD and represents almost half of the total market capitalization of all cryptocurrencies. …

… Given that risk-averse investors typically require higher profits when holding assets with
higher risk, we conjecture that cryptocurrencies with high idiosyncratic downside risk would …