Open datasets · Zenodo
Cryptocurrency Market Shocks: How Major News Events Reshape Risk-Return Dynamics in Bitcoin and Ethereum
Published 2025-07-09
Where it sits
left: what it builds on · right: what builds on it · pale: exampleContributed by Alaa Massri
How studies reach it
No published study reaches it yet.
Disciplines it reaches
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Solid: published studies. Light: examples.
Computed from the records on this site: what each study, template and specialist names as used, which study extends which, and who contributed what. 0 studies in total.
About this dataset
This dataset accompanies the study "Cryptocurrency Market Shocks: How Major News Events Reshape Risk-Return Dynamics in Bitcoin and Ethereum." The analysis investigates the impact of 42 major news events — including banking failures, regulatory interventions, and cybersecurity breaches — on the risk-return dynamics of Bitcoin and Ethereum. We employ a robust event study methodology, with the CAPM model as the baseline for estimating abnormal returns and changes in systematic risk. In addition, we include the rolling average model and Fama-French 3-, 4-, and 5-factor models as robus …
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Cite
@dataset{massri2025,
title = {Cryptocurrency Market Shocks: How Major News Events Reshape Risk-Return Dynamics in Bitcoin and Ethereum},
author = {Massri, Alaa},
year = {2025},
publisher = {Zenodo},
doi = {10.5281/zenodo.15844127},
url = {https://doi.org/10.5281/zenodo.15844127}
} Research that uses it
No published research on E2ER uses this dataset yet.
Description
Data model- Discipline
- Finance
- Method family
- Empirical (quantitative)
- Design
- not specified
- Research stage
- Data acquisition
- Contributors
- Alaa Massri (Data curation)
- Usage
- not used in published research yet
- Source
- Zenodo
- Record
- dataset:zenodo/15844127 · JSON
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