4 citations · 6 across the 14 of their papers we have counts for
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q-fin.GN2025
Cryptocurrency as an Investable Asset Class: Coming of Age
Nicola Borri, Yukun Liu, Aleh Tsyvinski +1
We organize existing empirical regularities of cryptocurrencies into seven stylized facts and analyze cryptocurrencies through the lens of empirical asset pricing. We find importan…
q-fin.GN2024
Inefficiencies of Carbon Trading Markets
Nicola Borri, Yukun Liu, Aleh Tsyvinski +1
The European Union Emission Trading System is a prominent market-based mechanism to reduce emissions. While the theory is well understood, we are the first to study the whole cap-a…
q-fin.GN2024
One Factor to Bind the Cross-Section of Returns
Nicola Borri, Denis Chetverikov, Yukun Liu +1
We propose a new non-linear single-factor asset pricing model . Despite its parsimony, this model represents exactly any non-linear model with an arbit…