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On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges
13 references·2 citing·43 second hop
On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges (2021)On The Quality Of Cryptocurrency Markets:…How to measure the liquidity of cryptocurrency markets? (2021)How to measure the liquidity …Trading and Arbitrage in Cryptocurrency Markets (2018)Trading and Arbitrage in Cryp…Price discovery of cryptocurrencies: Bitcoin and beyond (2018)Price discovery of cryptocurr…How investible is Bitcoin? Analyzing the liquidity and transaction costs of Bitcoin markets (2018)How investible is Bitcoin? An…The inefficiency of Bitcoin revisited: A dynamic approach (2017)The inefficiency of Bitcoin r…Toxic Arbitrage (2016)Toxic ArbitrageThe Inefficiency of Bitcoin (2016)The Inefficiency of BitcoinOn the inefficiency of Bitcoin (2016)On the inefficiency of BitcoinUnderstanding FX Liquidity (2015)Understanding FX LiquidityMarket Liquidity (2013)Market LiquidityIlliquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Is the Electronic Open Limit Order Book Inevitable? (1994)Is the Electronic Open Limit …Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Signaling in the Market for Security Tokens (2023)Signaling in the Market for S…Liquidity Fragmentation on Decentralized Exchanges (2022)Liquidity Fragmentation on De…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Market Liquidity and Funding Liquidity (2008)A Theory of Auctions and Competitive Bidding (1982)Continuous Auctions and Insider Trading (1985)Order flow composition and trading costs in a dynamic limit order market (1999)Presidential Address: Friction (2000)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)A test for independence based on the correlation dimension (1996)An Empirical Study on Modeling and Prediction of Bitcoin Prices With Bayesian Neural Networks Based on Blockchain Information (2017)Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis (2018)Théorie de la spéculation (1900)A new look at Cryptocurrencies (2017)Informational efficiency of Bitcoin—An extension (2017)What Causes the Attention of Bitcoin? (2018)Noise Trader Risk in Financial Markets (1990)The Limits of Arbitrage (1995)Should Investors Include Bitcoin in Their Portfolios? A Portfolio Theory Approach (2018)Common Risk Factors in Cryptocurrency (2022)Cryptocurrency trading: a comprehensive survey (2022)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Bitcoin volatility, stock market and investor sentiment. Are they connected? (2019)Is Bitcoin a Commodity? On price jumps, demand shocks, and certainty of supply (2019)Convolution on neural networks for high-frequency trend prediction of cryptocurrency exchange rates using technical indicators (2020)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)The Role of Bitcoin in Well Diversified Portfolios: A Comparative Global Study (2018)Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios (2019)Information interdependence among energy, cryptocurrency and major commodity markets (2019)Bank Bias in Europe: Effects on Systemic Risk and Growth (2015)ESBies: safety in the tranches (2017)Need for Speed? Exchange Latency and Liquidity (2017)
this work references cited by second hop

References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 2016The Inefficiency of Bitcoin1,292 cited
  • 1994Is the Electronic Open Limit Order Book Inevitable?996 cited
  • 2018Trading and Arbitrage in Cryptocurrency Markets903 cited
  • 2016On the inefficiency of Bitcoin636 cited
  • 2017The inefficiency of Bitcoin revisited: A dynamic approach615 cited
  • 2018Price discovery of cryptocurrencies: Bitcoin and beyond326 cited
  • 2013Market Liquidity249 cited
  • 2018How investible is Bitcoin? Analyzing the liquidity and transaction costs of Bitcoin markets232 cited
  • 2016Toxic Arbitrage186 cited
  • 2015Understanding FX Liquidity182 cited
  • 2021How to measure the liquidity of cryptocurrency markets?142 cited

Cited by

  • 2022Liquidity Fragmentation on Decentralized Exchanges26 cited
  • 2023Signaling in the Market for Security Tokens19 cited

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