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Asymmetric News Effects on Cryptocurrency Liquidity: an Event Study Perspective · Study

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ArticleAsymmetric News Effects on Cryptocurrency Liquidity: an Event Study Perspective

Wei Yue2020

Article2020

Asymmetric News Effects on Cryptocurrency Liquidity: an Event Study Perspective

Wei Yue · Sijia Zhang

61 citations·0/0 files stored·Finance research letters

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Financial Markets and Investment Strategies Blockchain Technology Applications and Security Financial Risk and Volatility Modeling

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References

2002Illiquidity and stock returns: cross-section and time-series effects 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin 2016The Inefficiency of Bitcoin 2014Bitcoins as an investment or speculative vehicle? A first look 2018Liquidity and market efficiency in cryptocurrencies 2018Price discovery of cryptocurrencies: Bitcoin and beyond 2017Time-varying long-term memory in Bitcoin market 2003The liquidity effects of revisions to the S&P 500 index: an empirical analysis

Cited by

2021Determination of drivers for investing in cryptocurrencies through a fuzzy full consistency method-Bonferroni (FUCOM-F’B) framework 2022Do news headlines matter in the cryptocurrency market?2022Central bank speeches and digital currency competition 2023Cryptocurrency market microstructure: a systematic literature review 2022Do financial volatilities mitigate the risk of cryptocurrency indexes?

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Year2020

Typearticle

Published2020-10-16

VenueFinance research letters

ISSN-L1544-6123

Languageen

Citations61

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.frl.2020.101799

openalex_workW3093457657

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2022

An analysis of investors’ behavior in Bitcoin market

2024Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns

2023Liquidity spillovers between cryptocurrency and foreign exchange markets