Traditional Stock Market or Cryptocurrency?– Inspecting for a Better Risk-Minimising Investment Portfolio

Aakash Agarwal
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Aakash Agarwal: Doon University, Mothrowala Road, Kedarpur, P.O. Ajabpur, Dehradun, Uttarakhand-248001, India.

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Abstract: The financial market has throughout been subjected to a lot of volatility which has made it an area of speculative investment for investors. Of all the other concerns that investors have with regards to risk minimisation, the two concerns that this paper focuses on are: (a) Volatility in Prices of their stocks and (b) Financial Fraud Crimes. The same concerns also apply when investors decide to invest in Cryptocurrency. Thus, this paper tries to draw a competitive analysis between Cryptocurrencies and Traditional Stocks based on parameters (a) and (b) stated above, taking Bitcoins and the S&P 500 Index Portfolio as representatives of cryptocurrencies and traditional stocks in the US Stock Market, respectively. Using instruments like Value at Risk analysis, forensic accounting index and an econometric model, the conclusion that has been reached is that the S&P 500 Index Portfolio is a less risky prospect for investment, as compared to Bitcoins, in terms of the aforementioned parameters, in the US Stock Market.

Date: 2022-03-07
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Published in Asian Journal of Economics, Finance and Management , 2022, 4 (1), pp.154-161

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05150277

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