paper
Cryptocurrencies in the Balance Sheet: Insights from (Micro)Strategy -- Bitcoin Interactions
Sabrina Aufiero, Antonio Briola, Tesfaye Salarin, Fabio Caccioli, Silvia Bartolucci
Cryptocurrencies in the Balance Sheet: Insights from (Micro)Strategy -- Bitcoin Interactions
Sabrina Aufiero, Antonio Briola, Tesfaye Salarin, Fabio Caccioli, Silvia Bartolucci
paper2025-05-20English
cryptocurrency tradingarxiv
Description
This paper investigates the evolving link between cryptocurrency and equity markets in the context of the recent wave of corporate Bitcoin (BTC) treasury strategies. We assemble a dataset of 39 publicly listed firms holding BTC, from their first acquisition through April 2025. Using daily logarithmic returns, we first document significant positive co-movements via Pearson correlations and single factor model regressions, discovering an average BTC beta of 0.62, and isolating 12 companies, includ...
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