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Bitcoin unchained: Determinants of cryptocurrency exchange liquidity
16 references·2 citing·42 second hop
Bitcoin unchained: Determinants of cryptocurrency exchange liquidity (2022)Bitcoin unchained: Determinants of crypto…Risks and Returns of Cryptocurrency (2020)Risks and Returns of Cryptocu…Trading and Arbitrage in Cryptocurrency Markets (2018)Trading and Arbitrage in Cryp…Price discovery of cryptocurrencies: Bitcoin and beyond (2018)Price discovery of cryptocurr…Liquidity and market efficiency in cryptocurrencies (2018)Liquidity and market efficien…How investible is Bitcoin? Analyzing the liquidity and transaction costs of Bitcoin markets (2018)How investible is Bitcoin? An…Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums (2013)Liquidity in the Foreign Exch…Latency, Liquidity and Price Discovery (2011)Latency, Liquidity and Price …Automation, speed, and stock market quality: The NYSE's Hybrid (2011)Automation, speed, and stock …Stock Market Declines and Liquidity (2010)Stock Market Declines and Liq…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE (1996)Dealer versus auction markets…Liquidity and Market Structure (1988)Liquidity and Market StructureContinuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS (1978)THE SUPPLY OF DEALER SERVICES…Market microstructure (1976)Market microstructureThe use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis (2024)The use of high-frequency dat…Liquidity spillovers between cryptocurrency and foreign exchange markets (2023)Liquidity spillovers between …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)Illiquidity and stock returns: cross-section and time-series effects (2002)The Cost of Transacting (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Optimal dealer pricing under transactions and return uncertainty (1981)Insiders' profits, costs of trading, and market efficiency (1986)Market liquidity as a sentiment indicator (2004)Inferring Trade Direction from Intraday Data (1991)The Cross-Section of Expected Stock Returns (1992)Presidential Address: Friction (2000)Advertising, Breadth of Ownership, and Liquidity (2003)The illusory nature of momentum profits (2003)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)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)Liquidity and leverage (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Slow Moving CapitalCommon risk factors in the returns on stocks and bonds (1993)Dynamic Conditional Correlation (2002)Liquidity Risk and Expected Stock Returns (2003)Hedge Fund Stock Trading in the Financial Crisis of 2007-2009 (2011)Evaporating Liquidity (2012)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Liquidity and stock returns: An alternative test (1998)A New Estimate of Transaction Costs (1999)Commonality in liquidity (2000)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)On Persistence in Mutual Fund Performance (1997)A Novel Cryptocurrency Price Prediction Model Using GRU, LSTM and bi-LSTM Machine Learning Algorithms (2021)Equilibrium Bitcoin Pricing (2023)Trades, quotes, inventories, and information (1988)Tests of microstructural hypotheses in the foreign exchange market (1995)Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
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  • 2018How investible is Bitcoin? Analyzing the liquidity and transaction costs of Bitcoin markets232 cited
  • 2011

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Latency, Liquidity and Price Discovery
198 cited

Cited by

  • 2023Liquidity spillovers between cryptocurrency and foreign exchange markets31 cited
  • 2024The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis26 cited