TY  - THES
AU  - Matilla Rocha, Emilio
A3  - Gonzalo Angulo, Víctor Manuel
A3  - Sartarelli, Marcello
PY  - 2025
UR  - https://hdl.handle.net/20.500.14352/122361
AB  - We estimate a multifactor asset pricing model for cryptocurrencies by ex tending the Fama and French (1992, 1993) framework with on-chain indicators derived from blockchain data. Using weekly observations from 2018 to 2025, we quantify the explanatory...
LA  - eng
KW  - blockchain
KW  - on-chain
KW  - finance
KW  - cryptos
KW  - CAPM
TI  - A quantitative framework for crypto asset pricing
M3  - bachelor thesis
ER  -