Cryptocurrency liquidity during extreme price movements: is there a problem with virtual money?

DOI10.1080/14697688.2020.1788718zbMath1466.91312OpenAlexW3081777315MaRDI QIDQ4991079

Viktor Manahov

Publication date: 2 June 2021

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2020.1788718

zbMATH Keywords

market efficiencyherding behaviourmarket regulationcryptocurrency markets

Mathematics Subject Classification ID

Financial markets (91G15)

Related Items (1)

Herding Behavior and Liquidity in the Cryptocurrency Market

Cites Work

• Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin
• Martingales and arbitrage in multiperiod securities markets
• Model-based pairs trading in the bitcoin markets
• Dynamic Trading and Asset Prices: Keynes vs. Hayek

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