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Logarithmic returns of top 100 cryptos (2015-2022)

Version 1.0

Wójcik, Piotr, 2026, "Logarithmic returns of top 100 cryptos (2015-2022)", https://doi.org/10.58132/N6JRML, Dane Badawcze UW, V1

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Description

The dataset includes daily log-returns of top 100 cryptocurrecies from the period 2015-2022. The cryptocurrency data are obtained from the website www.coinmarketcap.com. We initially considered all available coins listed within the sample period from January 1, 2015, till December 31, 2022 (2922 days).

Several filters are applied to consider a given cryptocurrency in the final dataset:

(1) each crypto included in the dataset was among 100 cryptocurrencies with the highest capitalization on any day during the sample period. Such a filter allowed us to omit small - in terms of market capitalization - assets;

(2) we introduced the condition related to the number of days a crypto is required to be listed - the minimum was 2338 days, which accounts for 80% of the full sample period.

(3) price data are available with no more than 30 missing observations.

These steps allowed us to include both active and inactive coins, thus avoiding the survivorship bias. Such an approach allows us to include those cryptos that were most active in trading, even if this activity was only temporary and later they were no longer available on the market. We have 755 different crypto assets in the database, which follow the mentioned criteria.

Subject
Social Sciences
Keyword

Cryptocurrency, log-returns

Related Publication

Będowska-Sójka, Barbara and Wójcik, Piotr and Giordano, Sabrina (2024), ‘”Has bitcoin been dethroned too quickly? The cryptocurrency return networks”, Network Science, vol. 13, p. e1, http://dx.doi.org/10.1017/nws.2024.17 http://dx.doi.org/10.1017/nws.2024.17 doi: 10.1017/nws.2024.17

CC BY - Creative Commons Attribution 4.0 CC BY - Creative Commons Attribution 4.0

1 File
returns_all_top100.tab
Tabular Data - Original format: Comma Separated Values - 33.8 MB - May 11, 2026 - 0 Downloads
License: CC BY - Creative Commons Attribution 4.0
1589 Variables, 2921 Observations - UNF:6:+TKRLiWN+Bnua654Cj6vRw==
log-returns of 100 top cryptos (2015-2022)
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