Asymmetric news effects on cryptocurrency liquidity : an event study perspective
Wei Yue, Sijia Zhang, Qiang Zhang
| Year of publication: |
2021
|
|---|---|
| Authors: | Yue, Wei ; Zhang, Sijia ; Zhang, Qiang |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 41.2021, p. 1-7
|
| Subject: | Amihud ratio | bid-ask spread | Cryptocurrency | event study | liquidity | Virtuelle Währung | Virtual currency | Ereignisstudie | Event study | Ankündigungseffekt | Announcement effect | Geld-Brief-Spanne | Bid-ask spread | Liquidität | Liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101799 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013335980