SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Asymmetric News Effects on Cryptocurrency Liquidity: an Event Study Perspective
13 references·10 citing·39 second hop
Asymmetric News Effects on Cryptocurrency Liquidity: an Event Study Perspective (2020)Asymmetric News Effects on Cryptocurrency…The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies (2018)The inefficiency of Bitcoin r…The day of the week effect in the cryptocurrency market (2018)The day of the week effect in…Price discovery of cryptocurrencies: Bitcoin and beyond (2018)Price discovery of cryptocurr…Liquidity and market efficiency in cryptocurrencies (2018)Liquidity and market efficien…Cryptocurrencies as financial bubbles: The case of Bitcoin (2018)Cryptocurrencies as financial…Time-varying long-term memory in Bitcoin market (2017)Time-varying long-term memory…The Inefficiency of Bitcoin (2016)The Inefficiency of BitcoinSpeculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Speculative bubbles in Bitcoi…Bitcoins as an investment or speculative vehicle? A first look (2014)Bitcoins as an investment or …Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio (2011)Trading frequency and asset p…Public Information Arrival: Price Discovery and Liquidity in Electronic Limit Order Markets (2011)Public Information Arrival: P…The liquidity effects of revisions to the S&P 500 index: an empirical analysis (2003)The liquidity effects of revi…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…The ChatGPT effect on AI-themed cryptocurrencies (2024)The ChatGPT effect on AI-them…Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns (2024)Sentiment matters: the effect…Liquidity spillovers between cryptocurrency and foreign exchange markets (2023)Liquidity spillovers between …Cryptocurrency market microstructure: a systematic literature review (2023)Cryptocurrency market microst…Do news headlines matter in the cryptocurrency market? (2022)Do news headlines matter in t…Do financial volatilities mitigate the risk of cryptocurrency indexes? (2022)Do financial volatilities mit…Central bank speeches and digital currency competition (2022)Central bank speeches and dig…An analysis of investors’ behavior in Bitcoin market (2022)An analysis of investors’ beh…Down with the #Dogefather: Evidence of a Cryptocurrency Responding in Real Time to a Crypto-Tastemaker (2021)Down with the #Dogefather: Ev…Determination of drivers for investing in cryptocurrencies through a fuzzy full consistency method-Bonferroni (FUCOM-F’B) framework (2021)Determination of drivers for …Continuous Auctions and Insider Trading (1985)Using daily stock returns (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Trading imbalances, predictable reversals, and cross-stock price pressure (2008)Do Stock Investors Value Corporate Sustainability? Evidence from an Event Study (2010)ESG, liquidity, and stock returns (2022)A test for independence based on the correlation dimension (1996)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position (2019)Prediction of cryptocurrency returns using machine learning (2020)EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)A systematic review of the bubble dynamics of cryptocurrency prices (2020)Understanding digital bubbles amidst the COVID-19 pandemic: Evidence from DeFi and NFTs (2021)A systematic literature review of investor behavior in the cryptocurrency markets (2023)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)Negative bubbles and shocks in cryptocurrency markets (2016)Informational efficiency of Bitcoin—An extension (2017)Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Effects of the geopolitical risks on Bitcoin returns and volatility (2018)Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets (2018)Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios (2019)The Role of Bitcoin in Well Diversified Portfolios: A Comparative Global Study (2018)Information interdependence among energy, cryptocurrency and major commodity markets (2019)Return and volatility spillovers among cryptocurrencies (2018)
this work references cited by second hop

References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin1,386 cited
  • 2016The Inefficiency of Bitcoin1,292 cited
  • 2014Bitcoins as an investment or speculative vehicle? A first look635 cited
  • 2018Liquidity and market efficiency in cryptocurrencies360 cited
  • 2018Price discovery of cryptocurrencies: Bitcoin and beyond326 cited
  • 2017Time-varying long-term memory in Bitcoin market296 cited
  • 2003The liquidity effects of revisions to the S&P 500 index: an empirical analysis259 cited
  • 2018The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies258 cited
  • 2018Cryptocurrencies as financial bubbles: The case of Bitcoin224 cited
  • 2018The day of the week effect in the cryptocurrency market153 cited
  • 2011Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio146 cited
  • 2011Public Information Arrival: Price Discovery and Liquidity in Electronic Limit Order Markets142 cited

Cited by

  • 2021Determination of drivers for investing in cryptocurrencies through a fuzzy full consistency method-Bonferroni (FUCOM-F’B) framework

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

68 cited
  • 2022Do news headlines matter in the cryptocurrency market?44 cited
  • 2022Central bank speeches and digital currency competition44 cited
  • 2023Cryptocurrency market microstructure: a systematic literature review42 cited
  • 2022Do financial volatilities mitigate the risk of cryptocurrency indexes?38 cited
  • 2022An analysis of investors’ behavior in Bitcoin market36 cited
  • 2024Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns35 cited
  • 2023Liquidity spillovers between cryptocurrency and foreign exchange markets31 cited
  • 2024The ChatGPT effect on AI-themed cryptocurrencies27 cited
  • 2021Down with the #Dogefather: Evidence of a Cryptocurrency Responding in Real Time to a Crypto-Tastemaker25 cited