CTREND.xlsx

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3		This sheet includes the CTREND factor as applied in the paper “A Trend Factor for the Cross-Section of Cryptocurrency Returns” as well as the self-created CMKT and CSMB factors
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5		Note that we follow the convention in Liu, Tsyvinski, and Wu (2022, JF) and divide the year into 52 weeks. The date format is YYYYWW, where WW indicates the week number from 01 to 52
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