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The crypto world trades at tea time : intraday evidence from centralized exchanges across the globe

Brauneis, Alexander; Mestel, Roland; Theissen, Erik - In: Review of quantitative finance and accounting 64 (2025) 1, pp. 275-304

Persistent link: https://www.econbiz.de/10015194587

Price discovery of cryptocurrencies : Bitcoin and beyond

Brauneis, Alexander; Mestel, Roland - In: Economics letters 165 (2018), pp. 58-61

Persistent link: https://www.econbiz.de/10011973835

Algorithmic trading and liquidity : long term evidence from Austria

Mestel, Roland; Murg, Michael; Theissen, Erik - In: Finance research letters 26 (2018), pp. 198-203

Persistent link: https://www.econbiz.de/10012005670

How to Measure the Liquidity of Cryptocurrencies?

Brauneis, Alexander - 2020

We show that low-frequency measures of cryptocurrency liquidity perform adequately in describing high-frequency actual liquidity. We calculate benchmark measures from high-frequency order book data and document the performance of low-frequency transactions measures. The Abdi and Ranaldo (2017)...

Persistent link: https://www.econbiz.de/10012846076

What drives the liquidity of cryptocurrencies? : a long-term analysis

Brauneis, Alexander; Mestel, Roland; Theissen, Erik - In: Finance research letters 39 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012804989

How to measure the liquidity of cryptocurrency markets?

Brauneis, Alexander; Mestel, Roland; Riordan, Ryan; … - In: Journal of banking & finance 124 (2021), pp. 1-26

Persistent link: https://www.econbiz.de/10012816503

Algorithmic trading and liquidity : long term evidence from Austria

Mestel, Roland; Murg, Michael; Theissen, Erik - 2018

Persistent link: https://www.econbiz.de/10011984099

A high-frequency analysis of Bitcoin markets

Brauneis, Alexander; Mestel, Roland; Riordan, Ryan; … - 2018 - This version: October 24, 2018

Persistent link: https://www.econbiz.de/10011984113

Bitcoin unchained : determinants of cryptocurrency exchange liquidity

Brauneis, Alexander; Mestel, Roland; Riordan, Ryan; … - In: Journal of empirical finance 69 (2022), pp. 106-122

Persistent link: https://www.econbiz.de/10013478521

The anatomy of a fee change : evidence from cryptocurrency markets

Brauneis, Alexander; Mestel, Roland; Riordan, Ryan; … - In: Journal of empirical finance 67 (2022), pp. 152-167

Persistent link: https://www.econbiz.de/10013464386