Luca J. Liebi

Journal Articles:

- - - Liebi, L.J. (2022). Is there a value premium in cryptoasset markets?. Economic Modelling, 109 p.105777. https://doi.org/10.1016/j.econmod.2022.105777
    - Liebi, L.J. (2022). Book review: Decentralized finance after Bitcoin & Ethereum. Financial Markets and Portfolio Management, 1-3. https://doi.org/10.1007/s11408-021-00403-6
    - Liebi, L.J. (2021). Antony Lewis: The basics of bitcoins and blockchains. Financial Markets and Portfolio Management 35, 145–147. https://doi.org/10.1007/s11408-020-00374-0
    - Liebi, L.J. (2020). The effect of ETFs on financial markets: a literature review. Financial Markets and Portfolio Management, 34(2), 165-178. https://doi.org/10.1007/s11408-020-00349-1

Working Papers:

Liebi, L.J. (2021). Raining Cryptos. Available at SSRN 3918432
Revise and Resubmit at the Journal of Banking and Finance

- - - Ammann M., Stöckl S., Burdorf T., Liebi, L.J. (2022). Survivorship & Delisting Bias in Cryptocurrency Markets.
    - Liebi, L.J. (2022). Pipes, Punks, and Pixels.
    - Adams, Z., Liebi, L.J., Wiest, T. (2022) Financialization of the Cryptocurrency Market
    - Anghel, D.G, Ioanid, R., Liebi, L.J. (2022) Higher Moment Risk Factors in Cryptocurrency Markets.
    - Adams, Z., Liebi, L.J. (2020). Household location choice in Switzerland. Available at SSRN 3860106

In the Media:

- - - ”Is there a value premium in cryptoasset markets?”, The FinReg Blog – Duke University. (01.02.2021)
    - ETFs rücken in den Fokus von Privatkunden, Versicherungsmagazin. (04.09.2020)
    - ETF Einfluss auf Finanzmärkte, Absolut Research. (25.08.2020)

Conferences:

R Book