Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets

Author:

Zaremba Adam,Bilgin Mehmet Huseyin,Long Huaigang,Mercik Aleksander,Szczygielski Jan J.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference81 articles.

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3. On the robust drivers of cryptocurrency liquidity: the case of Bitcoin;Financial Innovation;2024-05-22

4. Price Delay and Market Efficiency of Cryptocurrencies: The Impact of Liquidity and Volatility during the COVID-19 Pandemic;Journal of Risk and Financial Management;2024-05-08

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