Crypto Finance & Infrastructure
Bias-corrected asset pricing, market structure, and banking contagion in cryptocurrency markets — plus the open-source data infrastructure that makes the work possible.
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2 min read
Survivorship and Delisting Bias in Cryptocurrency Markets
Correcting for survivorship and delisting bias substantially overturns published cryptocurrency anomaly evidence: size is overstated, while momentum and market beta no longer price …
manuel-ammann
Introducing crypto2: Survivorship-Bias-Free Cryptocurrency Data in R
The `crypto2` R package (on CRAN) retrieves historical cryptocurrency data — including delisted tokens — from CoinMarketCap, providing survivorship-bias-free data for academic …
Sebastian Stöckl