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N. Umeorah

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Preprint Oct 2026

Weekend Crypto Volatility and Monday Market Risk

Cryptocurrencies trade continuously while major traditional markets close over the weekend. We examine whether weekend cryptocurrency volatility predicts Monday variance in equity, commodity and fixed-income markets. Using daily range-based variance measures for Bitcoin, Ether, XRP, the S&P 500, gold and a US Treasury...

Pedram Ebadollahyvahed, N. Umeorah · 0 citations

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