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Cryptocurrency regulation and market quality
16 references·1 citing·54 second hop
Cryptocurrency regulation and market quality (2023)Cryptocurrency regulation and market qual…Distrust or Speculation? The Socioeconomic Drivers of U.S. Cryptocurrency Investments (2021)Distrust or Speculation? The …Economic policy uncertainty and cryptocurrency volatility (2020)Economic policy uncertainty a…Decentralized Finance (2020)Decentralized FinanceRETRACTED: Trading volume and the predictability of return and volatility in the cryptocurrency market (2018)RETRACTED: Trading volume and…Shackling Short Sellers: The 2008 Shorting Ban (2013)Shackling Short Sellers: The …Institutional trading and stock resiliency: Evidence from the 2007–2009 financial crisis (2013)Institutional trading and sto…Regulatory Uncertainty and Market Liquidity: The 2008 Short Sale Ban's Impact on Equity Option Markets (2011)Regulatory Uncertainty and Ma…Range‐Based Estimation of Stochastic Volatility Models (2002)Range‐Based Estimation of Sto…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…The Dynamic Relation Between Stock Returns, Trading Volume, and Volatility (2001)The Dynamic Relation Between …Order Flow and Liquidity around NYSE Trading Halts (2000)Order Flow and Liquidity arou…Volume, Volatility, and New York Stock Exchange Trading Halts (1994)Volume, Volatility, and New Y…Information, trading, and volatility (1994)Information, trading, and vol…The Role of the State in Financial Markets (1993)The Role of the State in Fina…A Theory of Intraday Patterns: Volume and Price Variability (1988)A Theory of Intraday Patterns…Stock return variances (1986)Stock return variancesCryptocurrency Adoption among Saudi Arabian Public University Students: Dual Structural Equation Modelling and Artificial Neural Network Approach (2023)Cryptocurrency Adoption among…The Behavior of Stock-Market Prices (1965)Stock returns and the weekend effect (1980)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Do Brokerage Analysts' Recommendations Have Investment Value? (1996)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Judgment under Uncertainty: Heuristics and Biases (1975)Institutions, Institutional Change and Economic Performance (1991)SOME LESSONS FROM THE EAST ASIAN MIRACLE (1996)The effects of government ownership on bank lending (2003)Bank ownership and performance. Does politics matter? (2006)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Causality in quantiles and dynamic stock return–volume relations (2009)Herding behaviour in the Chinese and Indian stock markets (2011)Stock return forecasting: Some new evidence (2015)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Measuring the Information Content of Stock Trades (1991)ARCH modeling in finance (1992)Investor Psychology and Security Market Under‐ and Overreactions (1998)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Price manipulation in the Bitcoin ecosystem (2018)Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy (2020)Prediction of cryptocurrency returns using machine learning (2020)Thermal coal futures trading volume predictions through the neural network (2024)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS (1978)Constraints on short-selling and asset price adjustment to private information (1987)Short Selling Risk (2013)Why does the option to stock volume ratio predict stock returns? (2016)Flatten the Curve and Stock Market Liquidity – An Inquiry into Emerging Economies (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)Bank Runs, Deposit Insurance, and Liquidity (1983)Inferring Trade Direction from Intraday Data (1991)Go Down Fighting: Short Sellers vs. Firms (2012)Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market (2013)The Pricing of Options and Corporate Liabilities (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)There is a risk-return trade-off after all (2005)Volatility forecast comparison using imperfect volatility proxies (2010)Stock Market Volatility and Macroeconomic Fundamentals (2012)Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysis (2022)Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic (2022)Are DeFi tokens a separate asset class from conventional cryptocurrencies? (2023)
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References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
  • 1986Stock return variances1,813 cited
  • 1993The Role of the State in Financial Markets1,276 cited
  • 2002Range‐Based Estimation of Stochastic Volatility Models1,215 cited
  • 2020Decentralized Finance611 cited
  • 2013Shackling Short Sellers: The 2008 Shorting Ban354 cited
  • 2001The Dynamic Relation Between Stock Returns, Trading Volume, and Volatility341 cited
  • 2011Regulatory Uncertainty and Market Liquidity: The 2008 Short Sale Ban's Impact on Equity Option Markets306 cited
  • 2018RETRACTED: Trading volume and the predictability of return and volatility in the cryptocurrency market245 cited
  • 1994Volume, Volatility, and New York Stock Exchange Trading Halts208 cited
  • 2013Institutional trading and stock resiliency: Evidence from the 2007–2009 financial crisis203 cited
  • 2020Economic policy uncertainty and cryptocurrency volatility195 cited
  • 1994Information, trading, and volatility176 cited
  • 2021Distrust or Speculation? The Socioeconomic Drivers of U.S. Cryptocurrency Investments

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173 cited
  • 2000Order Flow and Liquidity around NYSE Trading Halts158 cited
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    • 2023Cryptocurrency Adoption among Saudi Arabian Public University Students: Dual Structural Equation Modelling and Artificial Neural Network Approach18 cited